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Marco Stringa

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This is information that was supplied by Marco Stringa in registering through RePEc. If you are Marco Stringa , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name: Marco
Middle Name:
Last Name: Stringa
Suffix:

RePEc Short-ID: pst375

Email:
Homepage: http://www.bankofengland.co.uk/research/staff/marco_stringa.htm
Postal Address:
Phone:

Affiliation

Bank of England
Location: London, United Kingdom
Homepage: http://www.bankofengland.co.uk/
Email:
Phone: +44 (020) 7601 4444
Fax: +44 (020) 7601 5460
Postal: Threadneedle Street, London EC2R 8AH
Handle: RePEc:edi:boegvuk (more details at EDIRC)

Works

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Working papers

  1. Mathias Drehmann & Steffen Sorensen & Marco Stringa, 2008. "The integrated impact of credit and interest rate risk on banks: an economic value and capital adequacy perspective," Bank of England working papers 339, Bank of England.
  2. Marco Stringa & Allan Monks, 2007. "Inter-industry contagion between UK life insurers and UK banks: an event study," Bank of England working papers 325, Bank of England.
  3. Mathias Drehmann & Steffen Sorensen & Marco Stringa, 2007. "Integrating credit and interest rate risk: A theoretical framework and an application to banks' balance sheets," Money Macro and Finance (MMF) Research Group Conference 2006 151, Money Macro and Finance Research Group.

Articles

  1. Inkinen, Mika & Stringa, Marco & Voutsinou, Kyriaki, 2010. "Interpreting equity price movements since the start of the financial crisis," Bank of England Quarterly Bulletin, Bank of England, vol. 50(1), pages 24-33.
  2. Drehmann, Mathias & Sorensen, Steffen & Stringa, Marco, 2010. "The integrated impact of credit and interest rate risk on banks: A dynamic framework and stress testing application," Journal of Banking & Finance, Elsevier, vol. 34(4), pages 713-729, April.
  3. Spyros Pagratis & Marco Stringa, 2009. "Modeling Bank Senior Unsecured Ratings: A Reasoned Structured Approach to Bank Credit Assessment," International Journal of Central Banking, International Journal of Central Banking, vol. 5(2), pages 1-39, June.
  4. Mathias Drehmann & Steffen Sorensen & Marco Stringa, 2009. "El impacto integrado del riesgo de crédito y de tasa de interés bancarios: una perspectiva del valor económico y suficiencia de capital," Monetaria, Centro de Estudios Monetarios Latinoamericanos, vol. 0(1), pages 63-115, enero-mar.

NEP Fields

1 paper by this author was announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-ACC: Accounting & Auditing (1) 2007-04-09. Author is listed
  2. NEP-BAN: Banking (1) 2007-04-09. Author is listed
  3. NEP-MAC: Macroeconomics (1) 2007-04-09. Author is listed
  4. NEP-RMG: Risk Management (1) 2007-04-09. Author is listed

Statistics

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Co-authorship network on CollEc

Corrections

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