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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

Affiliation

Bank of England

London, United Kingdom
http://www.bankofengland.co.uk/
RePEc:edi:boegvuk (more details at EDIRC)

Research output

as
Jump to: Working papers

Working papers

  1. 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.
  2. 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.

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

  1. 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:

    1. 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.
    2. Gourdel, Régis & Sydow, Matthias, 2023. "Non-banks contagion and the uneven mitigation of climate risk," International Review of Financial Analysis, Elsevier, vol. 89(C).
    3. Hamed Amini & Zhongyuan Cao & Agnes Sulem, 2021. "Fire Sales, Default Cascades and Complex Financial Networks," Working Papers hal-03425599, HAL.
    4. Gourdel, Régis & Sydow, Matthias, 2022. "Non-banks contagion and the uneven mitigation of climate risk," Working Paper Series 2757, European Central Bank.
    5. Aldasoro, Iñaki & Hüser, Anne-Caroline & Kok, Christoffer, 2022. "Contagion accounting in stress-testing," Journal of Economic Dynamics and Control, Elsevier, vol. 137(C).
    6. 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.
    7. 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.
    8. 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.
    9. 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.

  2. 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.

    Cited by:

More information

Research fields, statistics, top rankings, if available.

Statistics

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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 2 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-CBA: Central Banking (2) 2018-03-26 2019-05-06. Author is listed
  2. NEP-ORE: Operations Research (2) 2018-03-26 2019-05-06. Author is listed
  3. NEP-RMG: Risk Management (2) 2018-03-26 2019-05-06. Author is listed
  4. NEP-BAN: Banking (1) 2019-05-06. Author is listed
  5. NEP-IAS: Insurance Economics (1) 2018-03-26. Author is listed

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