Pierpaolo Grippa

International Monetary Fund (IMF) - Monetary and Capital Markets Department

Senior Financial Sector Expert - Financial Regulation and Supervision

700 19th St NW

Washington, DC 20431

United States

SCHOLARLY PAPERS

3

DOWNLOADS

386

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (3)

1.

How Big Is the Implicit Subsidy for Banks Considered Too Important to Fail?

Chapter 3, Global Financial Stability Report, April 2014
Number of pages: 32 Posted: 02 Apr 2014
International Monetary Fund (IMF), University of Tokyo - Faculty of Economics, International Monetary Fund (IMF), International Monetary Fund (IMF) and International Monetary Fund (IMF) - Monetary and Capital Markets Department
Downloads 283 (131,629)

Abstract:

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too-big-to-fail, too-important-to-fail, banks, implicit subsidy, financial reforms

2.

Climate-Related Stress Testing: Transition Risks in Norway

IMF Working Paper No. 20/232
Number of pages: 39 Posted: 05 Jan 2021
Pierpaolo Grippa and Samuel Mann
International Monetary Fund (IMF) - Monetary and Capital Markets Department and International Monetary Fund (IMF)
Downloads 65 (410,399)

Abstract:

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3.

Measuring Concentration Risk - A Partial Portfolio Approach

IMF Working Paper No. 16/158
Number of pages: 33 Posted: 09 Dec 2016
Pierpaolo Grippa and Lucyna Górnicka
International Monetary Fund (IMF) - Monetary and Capital Markets Department and IMF
Downloads 38 (516,674)

Abstract:

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Banking sector, Loan concentration, Credit risk, Capital requirements, Bank regulations, Bank supervision, concentration risk, Basel capital requirements, Pillar 2, Credit VaR