Silvia Gabrieli

Banque de France

Economist

32 rue Croix des Petits Champs

Paris, 75001

France

SCHOLARLY PAPERS

10

DOWNLOADS
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SSRN RANKINGS

Top 32,528

in Total Papers Downloads

1,765

SSRN CITATIONS
Rank 8,417

SSRN RANKINGS

Top 8,417

in Total Papers Citations

14

CROSSREF CITATIONS

137

Scholarly Papers (10)

1.

The Functioning of the European Interbank Market During the 2007-2008 Financial Crisis

CEIS Working Paper No. 158
Number of pages: 33 Posted: 18 Dec 2009 Last Revised: 25 Feb 2014
Silvia Gabrieli
Banque de France
Downloads 360 (99,804)
Citation 10

Abstract:

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Interbank market, Financial crisis, Monetary policy implementation, Operational efficiency, Too-big-to-fail, European financial integration

2.

Too-Interconnected Versus Too-Big-to-Fail: Banks’ Network Centrality and Overnight Interest Rates

Number of pages: 38 Posted: 03 Apr 2011
Silvia Gabrieli
Banque de France
Downloads 346 (104,280)
Citation 6

Abstract:

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Network centrality, Interbank market, Financial crisis, Money market integration, Macro-prudential

3.
Downloads 334 (108,531)
Citation 41

A Network View on Interbank Liquidity

Deutsche Bundesbank Discussion Paper 44/2014, Banque de France Working Paper No. 531
Number of pages: 47 Posted: 03 Jan 2015 Last Revised: 08 Aug 2017
Silvia Gabrieli and Co-Pierre Georg
Banque de France and University of Cape Town
Downloads 198 (183,382)
Citation 27

Abstract:

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interbank networks, liquidity, bargaining power

A Network View on Interbank Market Freezes

Number of pages: 42 Posted: 23 Dec 2014
Silvia Gabrieli and Co-Pierre Georg
Banque de France and University of Cape Town
Downloads 136 (253,259)
Citation 20

Abstract:

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Interbank loans, liquidity hoarding, network topology, financial stability

4.

The Microstructure of the Money Market Before and after the Financial Crisis: A Network Perspective

CEIS Tor Vergata Research Paper Series, Vol. 9, No. 1, p. 181, January 2011
Number of pages: 41 Posted: 23 Jan 2011 Last Revised: 02 Mar 2014
Silvia Gabrieli
Banque de France
Downloads 288 (127,218)
Citation 8

Abstract:

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Network analysis, Network centrality indicators, Money market, Financial crisis

5.

Too-Connected Versus Too-Big-To-Fail: Banks’ Network Centrality and Overnight Interest Rates

Banque de France Working Paper No. 398
Number of pages: 42 Posted: 29 Sep 2012
Silvia Gabrieli
Banque de France
Downloads 105 (304,483)
Citation 22

Abstract:

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Network centrality, Interbank market, Financial crisis, Money market integration, Macro-prudential analysis

6.

Cross-Border Interbank Contagion in the European Banking Sector

Banque de France Working Paper No. 545
Number of pages: 49 Posted: 31 Mar 2015
Silvia Gabrieli, Dilyara Salakhova and Guillaume Vuillemey
Banque de France, Banque de France and HEC Paris - Finance Department
Downloads 89 (338,717)
Citation 17

Abstract:

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Contagion, Interbank market, Stress Testing, Liquidity Hoarding, Counterparty Risk

7.

Monitoring the European CDS Market Through Networks: Implications for Contagion Risks

Banque de France Working Paper No. 477
Number of pages: 56 Posted: 26 Mar 2014
Laurent Clerc, Silvia Gabrieli, Steffen Kern and Yanis El Omari
Banque de France, Banque de France, European Securities and Markets Authority and European Securities and Markets Authority
Downloads 81 (358,513)
Citation 17

Abstract:

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Credit default swaps; Financial networks; Centrality measures; Contagion; Shadow banking

8.

A Network View on Interbank Market Freezes

Bundesbank Discussion Paper No. 44/2014
Number of pages: 45 Posted: 21 Jun 2016
Silvia Gabrieli and Co-Pierre Georg
Banque de France and University of Cape Town
Downloads 78 (366,580)

Abstract:

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interbank loans, network topology, financial stability

9.

An Analytical Framework to Calibrate Macroprudential Policy.

Banque de France Working Paper No. 648
Number of pages: 86 Posted: 01 Nov 2017
Banque de France, Banque de France, Banque de France, Banque de France, Banque de France - Centre de Recherche, Federal Reserve Banks - Federal Reserve Bank of Cleveland, Banque de France and Banque de France
Downloads 49 (462,058)
Citation 3

Abstract:

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Macroprudential policy; Countercyclical capital buffer; Systemic risk buffer

10.

Bad Sovereign or Bad Balance Sheets? Euro Area Interbank Fragmentation and Monetary Policy, 2011-15

Federal Reserve Bank of Boston Working Paper
Number of pages: 55 Posted: 29 Mar 2018 Last Revised: 20 Nov 2018
Silvia Gabrieli and Claire Labonne
Banque de France and Federal Reserve Banks - Federal Reserve Bank of Boston
Downloads 35 (524,383)
Citation 2

Abstract:

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Interbank Market, Credit Risk, Fragmentation, Sovereign Risk, Credit Rationing, Market Discipline