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Mario Quagliariello

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Personal Details

First Name: Mario
Middle Name:
Last Name: Quagliariello
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RePEc Short-ID: pqu31

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Affiliation

(in no particular order)

Works

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Working papers

  1. di Iasio, Giovanni & Quagliariello, Mario, 2011. "Incentives through the cycle: microfounded macroprudential regulation," MPRA Paper 28179, University Library of Munich, Germany.
  2. Francesco Cannata & Massimo Libertucci & Francesco Piersante & Mario Quagliariello, 2010. "Regulatory impact assessment at the Bank of Italy," Questioni di Economia e Finanza (Occasional Papers) 78, Bank of Italy, Economic Research and International Relations Area.
  3. Giuseppe De Martino & Massimo Libertucci & Mario Marangoni & Mario Quagliariello, 2010. "Countercyclical contingent capital (CCC): possible use and ideal design," Questioni di Economia e Finanza (Occasional Papers) 71, Bank of Italy, Economic Research and International Relations Area.
  4. Paolo Angelini & Andrea Enria & Stefano Neri & Fabio Panetta & Mario Quagliariello, 2010. "Pro-cyclicality of capital regulation: is it a problem? How to fix it?," Questioni di Economia e Finanza (Occasional Papers) 74, Bank of Italy, Economic Research and International Relations Area.
  5. Alessio De Vincenzo & Maria Alessandra Freni & Andrea Generale & Sergio Nicoletti Altimari & Mario Quagliariello, 2010. "Lessons learned from the financial crisis for financial stability and banking supervision," Questioni di Economia e Finanza (Occasional Papers) 76, Bank of Italy, Economic Research and International Relations Area.
  6. Marco Burroni & Mario Quagliariello & Emiliano Sabatini & Vincenzo Tola, 2009. "Dynamic provisioning: rationale, functioning, and prudential treatment," Questioni di Economia e Finanza (Occasional Papers) 57, Bank of Italy, Economic Research and International Relations Area.
  7. Juri Marcucci & Mario Quagliariello, 2008. "Credit risk and business cycle over different regimes," Temi di discussione (Economic working papers) 670, Bank of Italy, Economic Research and International Relations Area.
  8. Mario Quagliariello, 2006. "Macroeconomics Uncertainty and Banks' Lending Decisions: The Case of Italy," Discussion Papers 06/02, Department of Economics, University of York.
  9. Mario Quagliariello, 2006. "BanksÂ’ Riskiness Over the Business Cicle: a Panel Analysis on Italian Intermediaries," Temi di discussione (Economic working papers) 599, Bank of Italy, Economic Research and International Relations Area.
  10. Francesco Cannata & Mario Quagliariello, . "Market and Supervisory Information: Some Evidence from Italian Banks," Discussion Papers 04/04, Department of Economics, University of York.
  11. Mario Quagliariello, . "Banks' Performance over the Business Cycle: A Panel Analysis on Italian Intermediaries," Discussion Papers 04/17, Department of Economics, University of York.
  12. Juri Marcucci & Mario Quagliariello, . "Is Bank Portfolio Riskiness Procyclical? Evidence from Italy using a Vector Autoregression," Discussion Papers 05/09, Department of Economics, University of York.

Articles

  1. Francesco Cannata & Mario Quagliariello, 2010. "The regulatory reform proposed by the Basel Committee," BANCARIA, Bancaria Editrice, vol. 2, pages 14-21, February.
  2. Marcucci, Juri & Quagliariello, Mario, 2009. "Asymmetric effects of the business cycle on bank credit risk," Journal of Banking & Finance, Elsevier, vol. 33(9), pages 1624-1635, September.
  3. Mario Quagliariello, 2009. "Macroeconomic uncertainty and banks' lending decisions: the case of Italy," Applied Economics, Taylor & Francis Journals, vol. 41(3), pages 323-336.
  4. Marcucci, Juri & Quagliariello, Mario, 2008. "Is bank portfolio riskiness procyclical: Evidence from Italy using a vector autoregression," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 18(1), pages 46-63, February.
  5. Mario Quagliariello, 2007. "Banks' riskiness over the business cycle: a panel analysis on Italian intermediaries," Applied Financial Economics, Taylor & Francis Journals, vol. 17(2), pages 119-138.
  6. Cannata Francesco & Quagliariello Mario, 2007. "Analisi d'impatto della regolamentazione bancaria: metodologie e applicazioni," Mercato Concorrenza Regole, Società editrice il Mulino, issue 1, pages 161-190.
  7. Cannata Francesco & Quagliariello Mario, 2005. "La relazione tra capitale e rischio nelle banche italiane: un approccio a equazioni simultanee," Banca Impresa Società, Società editrice il Mulino, issue 3, pages 351-378.
  8. Francesco Cannata & Mario Quagliariello, 2005. "The Value of Market Information in Banking Supervision: Evidence from Italy," Journal of Financial Services Research, Springer, vol. 27(2), pages 139-162, April.
  9. Quagliariello Mario, 2004. "Ciclo economico e rischiosità dei portafogli bancari: un'analisi panel sull'Italia," Banca Impresa Società, Società editrice il Mulino, issue 3, pages 533-564.

Books

  1. Quagliariello,Mario (ed.), 2009. "Stress-testing the Banking System," Cambridge Books, Cambridge University Press, number 9780521767309, April.

NEP Fields

15 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-ACC: Accounting & Auditing (2) 2006-10-07 2009-12-05
  2. NEP-BAN: Banking (10) 2006-10-07 2007-03-10 2008-07-30 2010-10-23 2010-11-20 2010-12-18 2010-12-18 2011-01-30 2011-05-14 2013-02-08. Author is listed
  3. NEP-BEC: Business Economics (7) 2005-05-29 2006-01-24 2007-03-10 2008-07-30 2010-12-18 2011-01-30 2011-05-14. Author is listed
  4. NEP-CBA: Central Banking (3) 2010-11-20 2010-12-18 2013-02-08
  5. NEP-COM: Industrial Competition (1) 2004-02-23
  6. NEP-CTA: Contract Theory & Applications (2) 2011-01-30 2011-05-14
  7. NEP-EEC: European Economics (2) 2005-05-29 2007-03-10
  8. NEP-FIN: Finance (3) 2005-05-29 2006-01-24 2006-10-07
  9. NEP-FMK: Financial Markets (2) 2006-01-24 2006-10-07
  10. NEP-MAC: Macroeconomics (7) 2004-09-30 2005-05-29 2006-01-24 2006-10-07 2007-03-10 2010-11-20 2013-02-08. Author is listed
  11. NEP-REG: Regulation (7) 2008-07-30 2009-12-05 2010-11-20 2010-12-18 2010-12-18 2011-01-30 2011-05-14. Author is listed
  12. NEP-RMG: Risk Management (4) 2005-05-29 2008-07-30 2011-05-14 2013-02-08. Author is listed

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