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Mario Quagliariello

Personal Details

First Name:Mario
Middle Name:
Last Name:Quagliariello
Suffix:
RePEc Short-ID:pqu31
[This author has chosen not to make the email address public]
Terminal Degree:2007 Centre For Performance Evaluation And Resource Management (CPERM); Department of Economics and Related Studies; University of York (from RePEc Genealogy)

Affiliation

European Central Bank

Frankfurt am Main, Germany
http://www.ecb.europa.eu/
RePEc:edi:emieude (more details at EDIRC)

Research output

as
Jump to: Working papers Articles Chapters Books

Working papers

  1. Giovanni di Iasio & Mario Quagliariello, 2013. "Incentives through the cycle: microfounded macroprudential regulation," Temi di discussione (Economic working papers) 894, Bank of Italy, Economic Research and International Relations Area.
  2. 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.
  3. 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.
  4. 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.
  5. 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.
  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, 2007. "Macroeconomic uncertainty and banks' lending decisions: The case of Italy," Temi di discussione (Economic working papers) 615, Bank of Italy, Economic Research and International Relations Area.
  9. Mario Quagliariello, 2006. "Banks� 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. Mario Quagliariello, "undated". "Banks' Performance over the Business Cycle: A Panel Analysis on Italian Intermediaries," Discussion Papers 04/17, Department of Economics, University of York.
  11. Francesco Cannata & Mario Quagliariello, "undated". "Market and Supervisory Information: Some Evidence from Italian Banks," Discussion Papers 04/04, Department of Economics, University of York.
  12. Juri Marcucci & Mario Quagliariello, "undated". "Is Bank Portfolio Riskiness Procyclical? Evidence from Italy using a Vector Autoregression," Discussion Papers 05/09, Department of Economics, University of York.

Articles

  1. Quagliariello, Mario, 2020. "Are stress tests beauty contests? (and what we can do about it)," Journal of Risk Management in Financial Institutions, Henry Stewart Publications, vol. 13(2), pages 126-134, March.
  2. Casellina, Simone & Pandolfo, Giuseppe & Quagliariello, Mario, 2020. "Applying the Pre-Commitment Approach to bottom-up stress tests: A new old story," Journal of Economics and Business, Elsevier, vol. 112(C).
  3. Mario Quagliariello, 2013. "Asset quality assessment and stress test for European banks," BANCARIA, Bancaria Editrice, vol. 9, pages 17-23, September.
  4. Francesco Cannata & Mario Quagliariello, 2010. "The regulatory reform proposed by the Basel Committee," BANCARIA, Bancaria Editrice, vol. 2, pages 14-21, February.
  5. Mario Quagliariello, 2009. "Macroeconomic uncertainty and banks' lending decisions: the case of Italy," Applied Economics, Taylor & Francis Journals, vol. 41(3), pages 323-336.
  6. 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.
  7. 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.
  8. Francesco Cannata & Mario Quagliariello, 2007. "Analisi d'impatto della regolamentazione bancaria: metodologie e applicazioni," Mercato Concorrenza Regole, Società editrice il Mulino, issue 1, pages 161-190.
  9. Sebastiano Laviola & Juri Marcucci & Mario Quagliariello, 2006. "Stress testing credit risk: experience from the italian FSAP," BNL Quarterly Review, Banca Nazionale del Lavoro, vol. 59(238), pages 269-291.
  10. Francesco Cannata & Mario Quagliariello, 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.
  11. Francesco Cannata & Mario Quagliariello, 2005. "The Value of Market Information in Banking Supervision: Evidence from Italy," Journal of Financial Services Research, Springer;Western Finance Association, vol. 27(2), pages 139-162, April.
  12. Mario Quagliariello, 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.
    RePEc:taf:apfiec:v:17:y:2007:i:2:p:119-138 is not listed on IDEAS

Chapters


    RePEc:erf:erfssc:81-7 is not listed on IDEAS

Books

  1. Quagliariello,Mario (ed.), 2009. "Stress-testing the Banking System China Edition," Cambridge Books, Cambridge University Press, number 9787504985132.
  2. Quagliariello,Mario (ed.), 2009. "Stress-testing the Banking System," Cambridge Books, Cambridge University Press, number 9780521767309.

More information

Research fields, statistics, top rankings, if available.

Statistics

Access and download statistics for all items

Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 15 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. 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
  2. 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
  3. 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
  4. 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
  5. NEP-RMG: Risk Management (4) 2005-05-29 2008-07-30 2011-05-14 2013-02-08
  6. NEP-CBA: Central Banking (3) 2010-11-20 2010-12-18 2013-02-08
  7. NEP-FIN: Finance (3) 2005-05-29 2006-01-24 2006-10-07
  8. NEP-ACC: Accounting and Auditing (2) 2006-10-07 2009-12-05
  9. NEP-CTA: Contract Theory and Applications (2) 2011-01-30 2011-05-14
  10. NEP-EEC: European Economics (2) 2005-05-29 2007-03-10
  11. NEP-FMK: Financial Markets (2) 2006-01-24 2006-10-07
  12. NEP-COM: Industrial Competition (1) 2004-02-23

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