IMF Publications by Author
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Gianni De Nicolo:
2012
Title: Externalities and Macroprudential Policy
Series: Staff Discussion Notes No. 2012/005
Date: June 7, 2012
Subject: Asset and liability management Asset liquidity Banking Financial contagion Financial crises Financial sector policy and analysis Macroprudential policy Systemic risk
Title: Capital Regulation, Liquidity Requirements and Taxation in a Dynamic Model of Banking
Series: Working Paper No. 2012/072
Date: March 1, 2012
Subject: Bank regulation Banking Capital adequacy requirements Financial institutions Financial regulation and supervision Liquidity requirements Loans Stocks
Title: Systemic Real and Financial Risks: Measurement, Forecasting, and Stress Testing
Series: Working Paper No. 2012/058
Date: February 1, 2012
Subject: Bank credit Financial institutions Financial sector policy and analysis Loans Money Stress testing Systemic risk Systemic risk assessment
2011
Title: Bank Competition and Financial Stability: A General Equilibrium Exposition
Series: Working Paper No. 2011/295
Date: December 1, 2011
Subject: Banking Competition Deposit rates Financial institutions Financial markets Financial services Labor Loans Self-employment Technology
2010
Title: Monetary Policy and Bank Risk-Taking
Series: Staff Position Note No. 2010/009
Date: July 27, 2010
Subject: Banking Central bank policy rate Commercial banks Loans Real interest rates
Title: Systemic Risks and the Macroeconomy
Series: Working Paper No. 2010/029
Date: February 1, 2010
Subject: Bank credit Banking Econometric analysis Financial institutions Financial sector policy and analysis Inflation Loans Money Prices Systemic risk Vector autoregression
2009
Title: Bank Competition, Risk, and Asset Allocations
Series: Working Paper No. 2009/143
Date: July 1, 2009
Subject: Bank credit Banking Competition Distressed institutions Loans
Title: Banking Crises and Crisis Dating: Theory and Evidence
Series: Working Paper No. 2009/141
Date: July 1, 2009
Subject: Bank credit Banking Banking crises Currency crises Deposit insurance
Title: Financial Intermediation, Competition, and Risk: A General Equilibrium Exposition
Series: Working Paper No. 2009/105
Date: May 1, 2009
Subject: Banking Competition General equilibrium models Moral hazard Self-employment
Title: Global Liquidity, Risk Premiums and Growth Opportunities
Series: Working Paper No. 2009/052
Date: March 1, 2009
Subject: Asset and liability management Financial markets International liquidity Liquidity Liquidity indicators Liquidity management Securities markets Stock markets