Caterina Lepore
Personal Details
First Name: | Caterina |
Middle Name: | |
Last Name: | Lepore |
Suffix: | |
RePEc Short-ID: | ple908 |
[This author has chosen not to make the email address public] | |
https://www.bankofengland.co.uk/research/researchers/caterina-lepore | |
Research output
Jump to: Working papers Articles ChaptersWorking papers
- Michele Fornino & Mahmut Kutlukaya & Caterina Lepore & Javier Uruñuela López, 2024.
"A Multi-Country Study of Forward-Looking Economic Losses from Floods and Tropical Cyclones,"
IMF Working Papers
2024/141, International Monetary Fund.
- Michele Fornino & Mahmut Kutlukaya & Caterina Lepor & Javier Uruñuela López, 2025. "A multi-country study of forward-looking economic losses from floods and tropical cyclones," IFC Bulletins chapters, in: Bank for International Settlements (ed.), Addressing climate change data needs: the central banks' contribution, volume 63, Bank for International Settlements.
- Rhys M. Bidder & Jamie Coen & Caterina Lepore & Laura Silvetri, 2024. "Whose Asset Sales Matter?," IMF Working Papers 2024/168, International Monetary Fund.
- Hüser, Anne-Caroline & Lepore, Caterina & Veraart, Luitgard A. M., 2024. "How does the repo market behave under stress? Evidence from the COVID-19 crisis," LSE Research Online Documents on Economics 121347, London School of Economics and Political Science, LSE Library.
- Bidder, Rhys & Coen, Jamie & Lepore, Caterina & Silvestri, Laura, 2024. "Whose asset sales matter?," Bank of England working papers 1088, Bank of England.
- Caterina Lepore & Mr. Junghwan Mok, 2024. "Beyond the Dikes: Flood Scenarios for Financial Stability Risk Analysis," IMF Working Papers 2024/197, International Monetary Fund.
- Aikman, David & Beale, Daniel & Brinley-Codd, Adam & Covi, Giovanni & Hüser, Anne‑Caroline & Lepore, Caterina, 2023.
"Macroprudential stress‑test models: a survey,"
Bank of England working papers
1037, Bank of England.
- David Aikman & Daniel Beale & Adam Brinley-Codd & Anne-Caroline Hüser & Giovanni Covi & Caterina Lepore, 2023. "Macro-Prudential Stress Test Models: A Survey," IMF Working Papers 2023/173, International Monetary Fund.
- Roshen Fernando & Caterina Lepore, 2023.
"Global Economic Impacts of Physical Climate Risks,"
CAMA Working Papers
2023-50, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Caterina Lepore & Roshen Fernando, 2023. "Global Economic Impacts of Physical Climate Risks," IMF Working Papers 2023/183, International Monetary Fund.
- Hüser, Anne-Caroline & Lepore, Caterina & Veraart, Luitgard, 2021. "How does the repo market behave under stress? Evidence from the Covid-19 crisis," Bank of England working papers 910, Bank of England, revised 18 Jun 2021.
- Anne-Caroline Hüser & Caterina Lepore & Luitgard Veraart, 2021. "How Does the Repo Market Behave Under Stress? Evidence From the COVID-19 Crisis," IMF Working Papers 2021/267, International Monetary Fund.
- Coen, Jamie & Lepore, Caterina & Schaanning, Eric, 2019. "Taking regulation seriously: fire sales under solvency and liquidity constraints," Bank of England working papers 793, Bank of England.
- Lepore, Caterina & Tanaka, Misa & Humphry, David & Sen, Kallol, 2018.
"An elusive panacea? The impact of the regulatory valuation regime on insurers' investment behaviour,"
Bank of England working papers
710, Bank of England.
- Lepore, Caterina & Tanaka, Misa & Humphry, David & Sen, Kallol, 2022. "An elusive panacea? The impact of the regulatory valuation regime on insurers' investment behaviour," International Review of Financial Analysis, Elsevier, vol. 81(C).
Articles
- Hüser, Anne-Caroline & Lepore, Caterina & Veraart, Luitgard Anna Maria, 2024. "How does the repo market behave under stress? Evidence from the COVID-19 crisis," Journal of Financial Stability, Elsevier, vol. 70(C).
- Lepore, Caterina & Tanaka, Misa & Humphry, David & Sen, Kallol, 2022.
"An elusive panacea? The impact of the regulatory valuation regime on insurers' investment behaviour,"
International Review of Financial Analysis, Elsevier, vol. 81(C).
- Lepore, Caterina & Tanaka, Misa & Humphry, David & Sen, Kallol, 2018. "An elusive panacea? The impact of the regulatory valuation regime on insurers' investment behaviour," Bank of England working papers 710, Bank of England.
Chapters
- Michele Fornino & Mahmut Kutlukaya & Caterina Lepor & Javier Uruñuela López, 2025.
"A multi-country study of forward-looking economic losses from floods and tropical cyclones,"
IFC Bulletins chapters, in: Bank for International Settlements (ed.), Addressing climate change data needs: the central banks' contribution, volume 63,
Bank for International Settlements.
- Michele Fornino & Mahmut Kutlukaya & Caterina Lepore & Javier Uruñuela López, 2024. "A Multi-Country Study of Forward-Looking Economic Losses from Floods and Tropical Cyclones," IMF Working Papers 2024/141, International Monetary Fund.
Citations
Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.Working papers
- Rhys M. Bidder & Jamie Coen & Caterina Lepore & Laura Silvetri, 2024.
"Whose Asset Sales Matter?,"
IMF Working Papers
2024/168, International Monetary Fund.
Cited by:
- Longaric, Pablo Anaya & Cera, Katharina & Georgiadis, Georgios & Kaufmann, Christoph, 2025. "Investment funds and euro disaster risk," Working Paper Series 3029, European Central Bank.
- Bidder, Rhys & Coen, Jamie & Lepore, Caterina & Silvestri, Laura, 2024.
"Whose asset sales matter?,"
Bank of England working papers
1088, Bank of England.
Cited by:
- Longaric, Pablo Anaya & Cera, Katharina & Georgiadis, Georgios & Kaufmann, Christoph, 2025. "Investment funds and euro disaster risk," Working Paper Series 3029, European Central Bank.
- Aikman, David & Beale, Daniel & Brinley-Codd, Adam & Covi, Giovanni & Hüser, Anne‑Caroline & Lepore, Caterina, 2023.
"Macroprudential stress‑test models: a survey,"
Bank of England working papers
1037, Bank of England.
- David Aikman & Daniel Beale & Adam Brinley-Codd & Anne-Caroline Hüser & Giovanni Covi & Caterina Lepore, 2023. "Macro-Prudential Stress Test Models: A Survey," IMF Working Papers 2023/173, International Monetary Fund.
Cited by:
- Ipsen, Leonhard & Aminian, Armin & Schulz-Gebhard, Jan, 2023. "Stress-testing inflation exposure: Systemically significant prices and asymmetric shock propagation in the EU28," BERG Working Paper Series 188, Bamberg University, Bamberg Economic Research Group.
- Roshen Fernando & Caterina Lepore, 2023.
"Global Economic Impacts of Physical Climate Risks,"
CAMA Working Papers
2023-50, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Caterina Lepore & Roshen Fernando, 2023. "Global Economic Impacts of Physical Climate Risks," IMF Working Papers 2023/183, International Monetary Fund.
Cited by:
- Yang,Jangho & Schoder, Christian, 2025. "Impact of Temperature Uncertainty on Firm Growth : A Grid-Level Analysis," Policy Research Working Paper Series 11020, The World Bank.
- Bertrand, Jean-Louis & Chabot, Miia & Brusset, Xavier & Courquin, Valentin, 2024. "Identifying assets exposed to physical climate risk: A decision-support methodology," International Journal of Production Economics, Elsevier, vol. 276(C).
- Fahr, Stephan & Senner, Richard & Vismara, Andrea, 2024. "The globalization of climate change: amplification of climate-related physical risks through input-output linkages," Working Paper Series 2942, European Central Bank.
- Hüser, Anne-Caroline & Lepore, Caterina & Veraart, Luitgard, 2021.
"How does the repo market behave under stress? Evidence from the Covid-19 crisis,"
Bank of England working papers
910, Bank of England, revised 18 Jun 2021.
Cited by:
- Adam Copeland & Darrell Duffie & Yilin (David) Yang, 2025.
"Reserves Were Not So Ample After All,"
The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 140(1), pages 239-281.
- Copeland, Adam & Duffie, Darrell & Yang, Yilin (David), 2021. "Reserves Were Not So Ample after All," Research Papers 3974, Stanford University, Graduate School of Business.
- Adam Copeland & Darrell Duffie & Yilin Yang, 2021. "Reserves Were Not So Ample After All," NBER Working Papers 29090, National Bureau of Economic Research, Inc.
- Adam Copeland & Darrell Duffie & Yilin Yang, 2021. "Reserves Were Not So Ample After All," Staff Reports 974, Federal Reserve Bank of New York.
- Benos, Evangelos & Ferrara, Gerardo & Ranaldo, Angelo, 2022.
"Collateral cycles,"
Bank of England working papers
966, Bank of England, revised 24 Oct 2022.
- Evangelos Benos & Gerardo Ferrara & Angelo Ranaldo, 2022. "Collateral Cycles," Swiss Finance Institute Research Paper Series 22-91, Swiss Finance Institute.
- Bassi, Claudio & Behn, Markus & Grill, Michael & Waibel, Martin, 2024. "Window dressing of regulatory metrics: Evidence from repo markets," Journal of Financial Intermediation, Elsevier, vol. 58(C).
- Schuler, Katrin & Nadler, Matthias & Schär, Fabian, 2023. "Contagion and loss redistribution in crypto asset markets," Economics Letters, Elsevier, vol. 231(C).
- Bassi, Claudio & Grill, Michael & Mirza, Harun & O’Donnell, Charles & Wedow, Michael & Hermes, Felix, 2024.
"Enhancing repo market transparency: the EU Securities Financing Transactions Regulation,"
Occasional Paper Series
342, European Central Bank.
- Claudio Bassi & Michael Grill & Felix Hermes & Harun Mirza & Charles O’Donnell & Michael Wedow, 2025. "Enhancing Repo Market Transparency: The EU Securities Financing Transactions Regulation," Journal of Financial Regulation, Oxford University Press, vol. 11(1), pages 98-118.
- Gerba, Eddie & Katsoulis, Petros, 2021. "The repo market under Basel III," Bank of England working papers 954, Bank of England.
- Adam Copeland & Darrell Duffie & Yilin (David) Yang, 2025.
"Reserves Were Not So Ample After All,"
The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 140(1), pages 239-281.
- Anne-Caroline Hüser & Caterina Lepore & Luitgard Veraart, 2021.
"How Does the Repo Market Behave Under Stress? Evidence From the COVID-19 Crisis,"
IMF Working Papers
2021/267, International Monetary Fund.
Cited by:
- Benos, Evangelos & Ferrara, Gerardo & Ranaldo, Angelo, 2022.
"Collateral cycles,"
Bank of England working papers
966, Bank of England, revised 24 Oct 2022.
- Evangelos Benos & Gerardo Ferrara & Angelo Ranaldo, 2022. "Collateral Cycles," Swiss Finance Institute Research Paper Series 22-91, Swiss Finance Institute.
- Bassi, Claudio & Behn, Markus & Grill, Michael & Waibel, Martin, 2024. "Window dressing of regulatory metrics: Evidence from repo markets," Journal of Financial Intermediation, Elsevier, vol. 58(C).
- Aikman, David & Beale, Daniel & Brinley-Codd, Adam & Covi, Giovanni & Hüser, Anne‑Caroline & Lepore, Caterina, 2023.
"Macroprudential stress‑test models: a survey,"
Bank of England working papers
1037, Bank of England.
- David Aikman & Daniel Beale & Adam Brinley-Codd & Anne-Caroline Hüser & Giovanni Covi & Caterina Lepore, 2023. "Macro-Prudential Stress Test Models: A Survey," IMF Working Papers 2023/173, International Monetary Fund.
- Schuler, Katrin & Nadler, Matthias & Schär, Fabian, 2023. "Contagion and loss redistribution in crypto asset markets," Economics Letters, Elsevier, vol. 231(C).
- Bassi, Claudio & Grill, Michael & Mirza, Harun & O’Donnell, Charles & Wedow, Michael & Hermes, Felix, 2024.
"Enhancing repo market transparency: the EU Securities Financing Transactions Regulation,"
Occasional Paper Series
342, European Central Bank.
- Claudio Bassi & Michael Grill & Felix Hermes & Harun Mirza & Charles O’Donnell & Michael Wedow, 2025. "Enhancing Repo Market Transparency: The EU Securities Financing Transactions Regulation," Journal of Financial Regulation, Oxford University Press, vol. 11(1), pages 98-118.
- Coen, Jamie & Coen, Patrick & Hüser, Anne-Caroline, 2024. "Collateral demand in wholesale funding markets," Bank of England working papers 1082, Bank of England.
- Gerba, Eddie & Katsoulis, Petros, 2021. "The repo market under Basel III," Bank of England working papers 954, Bank of England.
- Thanassoulis, John & Erten, Irem & Neamtu, Ioana, 2022.
"The Ring-Fencing Bonus,"
CEPR Discussion Papers
17625, C.E.P.R. Discussion Papers.
- Erten, Irem & Neamtu, Ioana & Thanassoulis, John, 2023. "The ring-fencing bonus," Bank of England working papers 999, Bank of England.
- Benos, Evangelos & Ferrara, Gerardo & Ranaldo, Angelo, 2022.
"Collateral cycles,"
Bank of England working papers
966, Bank of England, revised 24 Oct 2022.
- Coen, Jamie & Lepore, Caterina & Schaanning, Eric, 2019.
"Taking regulation seriously: fire sales under solvency and liquidity constraints,"
Bank of England working papers
793, Bank of England.
Cited by:
- Farmer, J. Doyne & Kleinnijenhuis, Alissa & Nahai-Williamson, Paul & Wetzer, Thom, 2020.
"Foundations of system-wide financial stress testing with heterogeneous institutions,"
INET Oxford Working Papers
2020-14, Institute for New Economic Thinking at the Oxford Martin School, University of Oxford.
- Farmer, J Doyne & Kleinnijenhuis, Alissa M & Nahai-Williamson, Paul & Wetzer, Thom, 2020. "Foundations of system-wide financial stress testing with heterogeneous institutions," Bank of England working papers 861, Bank of England.
- Gourdel, Régis & Sydow, Matthias, 2022. "Non-banks contagion and the uneven mitigation of climate risk," Working Paper Series 2757, European Central Bank.
- Preben Forer & Barak Budnick & Pierpaolo Vivo & Sabrina Aufiero & Silvia Bartolucci & Fabio Caccioli, 2025. "Financial instability transition under heterogeneous investments and portfolio diversification," Papers 2501.19260, arXiv.org.
- Casu, Barbara & Kalotychou, Elena & Katsoulis, Petros, 2025. "Stress testing OTC derivatives: Clearing reforms and market frictions," Journal of Financial Stability, Elsevier, vol. 77(C).
- Aikman, David & Beale, Daniel & Brinley-Codd, Adam & Covi, Giovanni & Hüser, Anne‑Caroline & Lepore, Caterina, 2023.
"Macroprudential stress‑test models: a survey,"
Bank of England working papers
1037, Bank of England.
- David Aikman & Daniel Beale & Adam Brinley-Codd & Anne-Caroline Hüser & Giovanni Covi & Caterina Lepore, 2023. "Macro-Prudential Stress Test Models: A Survey," IMF Working Papers 2023/173, International Monetary Fund.
- Aldasoro, Iñaki & Hüser, Anne-Caroline & Kok, Christoffer, 2022. "Contagion accounting in stress-testing," Journal of Economic Dynamics and Control, Elsevier, vol. 137(C).
- Michel Baes & Eric Schaanning, 2023. "Reverse stress testing: Scenario design for macroprudential stress tests," Mathematical Finance, Wiley Blackwell, vol. 33(2), pages 209-256, April.
- Caccioli, Fabio & Ferrara, Gerardo & Ramadiah, Amanah, 2020.
"Modelling fire sale contagion across banks and non-banks,"
Bank of England working papers
878, Bank of England, revised 18 Feb 2021.
- Caccioli, Fabio & Ferrara, Gerardo & Ramadiah, Amanah, 2024. "Modelling fire sale contagion across banks and non-banks," Journal of Financial Stability, Elsevier, vol. 71(C).
- Gourdel, Régis & Sydow, Matthias, 2023. "Non-banks contagion and the uneven mitigation of climate risk," International Review of Financial Analysis, Elsevier, vol. 89(C).
- Hamed Amini & Zhongyuan Cao & Agnes Sulem, 2021. "Fire Sales, Default Cascades and Complex Financial Networks," Working Papers hal-03425599, HAL.
- Farmer, J. Doyne & Kleinnijenhuis, Alissa & Nahai-Williamson, Paul & Wetzer, Thom, 2020.
"Foundations of system-wide financial stress testing with heterogeneous institutions,"
INET Oxford Working Papers
2020-14, Institute for New Economic Thinking at the Oxford Martin School, University of Oxford.
- Lepore, Caterina & Tanaka, Misa & Humphry, David & Sen, Kallol, 2018.
"An elusive panacea? The impact of the regulatory valuation regime on insurers' investment behaviour,"
Bank of England working papers
710, Bank of England.
- Lepore, Caterina & Tanaka, Misa & Humphry, David & Sen, Kallol, 2022. "An elusive panacea? The impact of the regulatory valuation regime on insurers' investment behaviour," International Review of Financial Analysis, Elsevier, vol. 81(C).
Cited by:
Articles
- Hüser, Anne-Caroline & Lepore, Caterina & Veraart, Luitgard Anna Maria, 2024.
"How does the repo market behave under stress? Evidence from the COVID-19 crisis,"
Journal of Financial Stability, Elsevier, vol. 70(C).
Cited by:
- Abbassi, Puriya & Bianchi, Michele Leonardo & Della Gatta, Daniela & Gallo, Raffaele & Gohlke, Hanna & Krause, Daniel & Miglietta, Arianna & Moller, Luca & Orben, Jens & Panzarino, Onofrio & Ruzzi, Da, 2024. "The German and Italian government bond markets: The role of banks versus non-banks," Technical Papers 12/2024, Deutsche Bundesbank.
- Lepore, Caterina & Tanaka, Misa & Humphry, David & Sen, Kallol, 2022.
"An elusive panacea? The impact of the regulatory valuation regime on insurers' investment behaviour,"
International Review of Financial Analysis, Elsevier, vol. 81(C).
See citations under working paper version above.
- Lepore, Caterina & Tanaka, Misa & Humphry, David & Sen, Kallol, 2018. "An elusive panacea? The impact of the regulatory valuation regime on insurers' investment behaviour," Bank of England working papers 710, Bank of England.
Chapters
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Sorry, no citations of chapters recorded.
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 12 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.- NEP-BAN: Banking (5) 2019-05-06 2023-10-16 2023-10-23 2024-03-18 2024-10-14. Author is listed
- NEP-RMG: Risk Management (5) 2018-03-26 2019-05-06 2021-03-08 2023-10-16 2024-03-18. Author is listed
- NEP-ENV: Environmental Economics (4) 2023-10-16 2023-11-06 2024-08-19 2024-10-14. Author is listed
- NEP-CBA: Central Banking (3) 2018-03-26 2019-05-06 2023-10-16. Author is listed
- NEP-FMK: Financial Markets (3) 2021-03-08 2022-01-10 2024-09-09. Author is listed
- NEP-AGR: Agricultural Economics (2) 2023-10-16 2024-10-14
- NEP-CWA: Central and Western Asia (2) 2021-03-08 2022-01-10
- NEP-GER: German Papers (2) 2023-10-16 2023-10-16
- NEP-NET: Network Economics (2) 2022-01-10 2024-03-18
- NEP-ORE: Operations Research (2) 2018-03-26 2019-05-06
- NEP-CFN: Corporate Finance (1) 2023-10-16
- NEP-EEC: European Economics (1) 2021-03-08
- NEP-FDG: Financial Development and Growth (1) 2023-10-16
- NEP-IAS: Insurance Economics (1) 2018-03-26
- NEP-INT: International Trade (1) 2023-11-06
- NEP-IPR: Intellectual Property Rights (1) 2024-10-14
- NEP-MAC: Macroeconomics (1) 2024-08-19
- NEP-MST: Market Microstructure (1) 2024-09-09
Corrections
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