Federico Lubello, PhD
RESEARCH
Journal publications
"Securitization, Shadow Banking System and Macroprudential Regulation: A DSGE Approach", (with A. Rouabah), Economic Modelling, Volume 131, February 2024, 106603.
"Bank Assets, Liquidity and Credit Cycles", (with Ivan Petrella and Emiliano Santoro), Journal of Economic Dynamics and Control, August 2019, 105:265-282. [Link to WP version]
"Capturing Macroprudential Policy Effectiveness: A DSGE Approach with Shadow Intermediaries", (with Abdelaziz Rouabah), Revista de estabilidad financiera, Banco de España, N°37 (Otoño 2019), p. 151–192, 2019
Working papers
"Climate Risk and Financial Regulation" (2023). Available soon.
Policy publications on climate change
"Towards macroprudential frameworks for managing climate risks", December 2023, ESRB.
"Conceptual Note on Short-Term Climate Scenarios", October 2023. NGFS Technical Document.
"The Macroprudential Challenge of Climate Change" (2022), European Central Bank.
"NGFS Climate Scenarios for Central Banks and Supervisors" (2020), NGFS
"Positively Green: Measuring climate change risks to financial stability" (2020), European Systemic Risk Board.
"The Macroeconomic and Financial Stability Impacts of Climate Change: Research Priorities" (2020), Network for Greening the Financial System (NGFS).