Silvia Gabrieli

Banque de France

Paris

France

SCHOLARLY PAPERS

2

DOWNLOADS

22

SSRN CITATIONS

7

CROSSREF CITATIONS

2

Scholarly Papers (2)

Bad Sovereign or Bad Balance Sheets? Euro Interbank Market Fragmentation and Monetary Policy, 2011-2015

Banque de France Working Paper No. 687
Number of pages: 50 Posted: 01 Aug 2018
Silvia Gabrieli and Claire Labonne
Banque de France and Autorité de Contrôle Prudentiel et de Résolution - Banque de France
Downloads 9 (720,491)
Citation 3

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Interbank market, credit risk, fragmentation, sovereign risk, country risk, credit rationing, market discipline

Bad Sovereign or Bad Balance Sheets? Euro Interbank Market Fragmentation and Monetary Policy, 2011-2015

FRB Boston Risk and Policy Analysis Unit Paper No. RPA 18-3
Number of pages: 49 Posted: 24 Jan 2019 Last Revised: 21 Feb 2019
Silvia Gabrieli and Claire Labonne
Banque de France and Federal Reserve Banks - Federal Reserve Bank of Boston
Downloads 7 (736,832)

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interbank market, credit risk, fragmentation, sovereign risk, country risk, credit rationing, market discipline

2.

Assessing Contagion Risks from the CDS Market

ESRB: Occasional Paper Series No. 2013/04
Number of pages: 46 Posted: 05 Nov 2020
affiliation not provided to SSRN, Banque de France, affiliation not provided to SSRN, Banque de France, European Securities and Markets Authority, Deutsche Bundesbank, European Systemic Risk Board, Deutsche Bundesbank, European Central Bank (ECB) and HEC Paris - Finance Department
Downloads 6 (715,225)
Citation 3

Abstract:

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CDS, contagion, systemic risk, derivatives