Giuseppe Cascarino

Personal Details

First Name:	Giuseppe
Middle Name:
Last Name:	Cascarino
Suffix:
RePEc Short-ID:	pca1178

Affiliation

Banca d'Italia

Roma, Italy
http://www.bancaditalia.it/
RePEc:edi:bdigvit (more details at EDIRC)

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

1. Giuseppe Cascarino & Mirko Moscatelli & Fabio Parlapiano, 2022. "Explainable Artificial Intelligence: interpreting default forecasting models based on Machine Learning," Questioni di Economia e Finanza (Occasional Papers) 674, Bank of Italy, Economic Research and International Relations Area.

   Cited by:

   1. Raffaele De Marchi & Alessandro Moro, 2023. "Forecasting fiscal crises in emerging markets and low-income countries with machine learning models," Temi di discussione (Economic working papers) 1405, Bank of Italy, Economic Research and International Relations Area.
      • Raffaele Marchi & Alessandro Moro, 2024. "Forecasting Fiscal Crises in Emerging Markets and Low-Income Countries with Machine Learning Models," Open Economies Review, Springer, vol. 35(1), pages 189-213, February.
   2. Citterio, Alberto, 2024. "Bank failure prediction models: Review and outlook," Socio-Economic Planning Sciences, Elsevier, vol. 92(C).
   3. Andrés Alonso & José Manuel Carbó, 2022. "Accuracy of explanations of machine learning models for credit decisions," Working Papers 2222, Banco de España.
   4. Rosaria Cerrone, 2023. "Are Artificial Intelligence and Machine Learning Shaping a New Risk Management Approach?," International Business Research, Canadian Center of Science and Education, vol. 16(12), pages 1-82, December.
   5. Jorge Tejero, 2022. "Unwrapping black box models A case study in credit risk," Revista de Estabilidad Financiera, Banco de España, issue Otoño.
   6. Jorge Tejero, 2022. "Unwrapping black box models A case study in credit risk," Financial Stability Review, Banco de España, issue Autumn.
   7. Antonietta di Salvatore & Mirko Moscatelli, 2024. "Improving survey information on household debt using granular credit databases," Questioni di Economia e Finanza (Occasional Papers) 839, Bank of Italy, Economic Research and International Relations Area.

2. Giuseppe Cascarino & Raffaele Gallo & Francesco Palazzo & Enrico Sette, 2022. "Public guarantees and credit additionality during the Covid-19 pandemic," Mo.Fi.R. Working Papers 172, Money and Finance Research group (Mo.Fi.R.) - Univ. Politecnica Marche - Dept. Economic and Social Sciences.
   • Giuseppe Cascarino & Raffaele Gallo & Francesco Palazzo & Enrico Sette, 2022. "Public guarantees and credit additionality during the Covid-19 pandemic," Temi di discussione (Economic working papers) 1369, Bank of Italy, Economic Research and International Relations Area.

   Cited by:

   1. Dautović, Ernest & Gambacorta, Leonardo & Reghezza, Alessio, 2023. "Supervisory Policy Stimulus: Evidence from the Euro Area Dividend Recommendation," CEPR Discussion Papers 18175, C.E.P.R. Discussion Papers.
      • Ernest Dautović & Leonardo Gambacorta & Alessio Reghezza, 2023. "Supervisory policy stimulus: evidence from the euro area dividend recommendation," BIS Working Papers 1085, Bank for International Settlements.
      • Dautović, Ernest & Gambacorta, Leonardo & Reghezza, Alessio, 2023. "Supervisory policy stimulus: evidence from the euro area dividend recommendation," Working Paper Series 2796, European Central Bank.
   2. Errico, Lucia & Rondinella, Sandro & Trivieri, Francesco, 2024. "Diversity in banking and new firm formation. Insights from the Italian local credit markets," International Review of Economics & Finance, Elsevier, vol. 91(C), pages 1095-1109.
   3. Camilo Gómez & Daniela Rodríguez-Novoa, 2024. "Firm Support Measures, Credit Payment Behavior, and Credit Risk," IHEID Working Papers 03-2024, Economics Section, The Graduate Institute of International Studies.
      • Camilo Gómez & Daniela Rodríguez-Novoa, 2024. "Firm Support Measures, Credit Payment Behavior, and Credit Risk," Borradores de Economia 1277, Banco de la Republica de Colombia.
   4. Branzoli, Nicola & Rainone, Edoardo & Supino, Ilaria, 2024. "The role of banks’ technology adoption in credit markets during the pandemic," Journal of Financial Stability, Elsevier, vol. 71(C).
   5. Cuciniello, Vincenzo, 2024. "Credit allocation to businesses in Italy amid the Covid-19 crisis," Economics Letters, Elsevier, vol. 238(C).

3. Luisa Carpinelli & Giuseppe Cascarino & Silvia Giacomelli & Valerio Vacca, 2016. "The management of non-performing loans: a survey among the main Italian banks," Questioni di Economia e Finanza (Occasional Papers) 311, Bank of Italy, Economic Research and International Relations Area.
   • Luisa Carpinelli & Giuseppe Cascarino & Silvia Giacomelli & Valerio Vacca, 2017. "The Management of Non-Performing Loans: A Survey among the Main Italian Banks," Politica economica, Società editrice il Mulino, issue 2, pages 157-188.

   Cited by:

   1. Lukasz A. Drozd & Ricardo Serrano-Padial, 2018. "Financial Contracting with Enforcement Externalities," Working Papers 18-21, Federal Reserve Bank of Philadelphia.
      • Lukasz A. Drozd & Ricardo Serrano-Padial, 2016. "Financial contracting with enforcement externalities," Working Papers 16-1, Federal Reserve Bank of Philadelphia.
      • Ricardo Serrano-Padial & Lukasz Drozd, 2015. "Financial Contracting with Enforcement Externalities," 2015 Meeting Papers 1362, Society for Economic Dynamics.
      • Drozd, Lukasz A. & Serrano-Padial, Ricardo, 2018. "Financial contracting with enforcement externalities," Journal of Economic Theory, Elsevier, vol. 178(C), pages 153-189.
   2. International Monetary Fund, 2016. "Bulgaria: Selected Issues Paper," IMF Staff Country Reports 2016/345, International Monetary Fund.
   3. Bilyana Bogdanova & Ingo Fender & Előd Takáts, 2018. "The ABCs of bank PBRs," BIS Quarterly Review, Bank for International Settlements, March.
   4. Alejandro Buesa & Francisco Javier Población García & Javier Tarancón, 2020. "Measuring the procyclicality of impairment accounting regimes: a comparison between IFRS 9 and US GAAP," Working Papers 2003, Banco de España.
      • Buesa, Alejandro & Población García, Francisco Javier & Tarancón, Javier, 2019. "Measuring the procyclicality of impairment accounting regimes: a comparison between IFRS 9 and US GAAP," Working Paper Series 2347, European Central Bank.
   5. Andreas Jobst & Miss Anke Weber, 2016. "Profitability and Balance Sheet Repair of Italian Banks," IMF Working Papers 2016/175, International Monetary Fund.
   6. Jose M Garrido & Mr. Wolfgang Bergthaler & Ms. Chanda M DeLong & Juliet Johnson & Amira Rasekh & Anjum Rosha & Natalia Stetsenko, 2019. "The Use of Data in Assessing and Designing Insolvency Systems," IMF Working Papers 2019/027, International Monetary Fund.
   7. Nazim Belhocine & Mr. Daniel Garcia-Macia & Jose M Garrido, 2018. "The Insolvency Regime for Large Enterprises in Italy: An Economic and Legal Assessment," IMF Working Papers 2018/218, International Monetary Fund.
   8. Jose M Garrido & Emanuel Kopp & Miss Anke Weber, 2016. "Cleaning-up Bank Balance Sheets: Economic, Legal, and Supervisory Measures for Italy," IMF Working Papers 2016/135, International Monetary Fund.
   9. Emilia Bonaccorsi di Patti & Cristina Demma & Davide Dottori & Giacinto Micucci, 2019. "Bad loan closure times in Italy," Questioni di Economia e Finanza (Occasional Papers) 532, Bank of Italy, Economic Research and International Relations Area.
   10. Lucia Alessi & Brunella Bruno & Elena Carletti & Katja Neugebauer & Isabella Wolfskeil, 2021. "Cover your assets: non-performing loans and coverage ratios in Europe [Bias-corrected matching estimators for average treatment effects]," Economic Policy, CEPR, CESifo, Sciences Po;CES;MSH, vol. 36(108), pages 685-733.
   11. Lukasz A. Drozd & Ricardo Serrano-Padial, 2017. "Credit Enforcement Cycles," Working Papers 17-27, Federal Reserve Bank of Philadelphia.
   12. Bolognesi, Enrica & Stucchi, Patrizia & Miani, Stefano, 2020. "Are NPL-backed securities an investment opportunity?," The Quarterly Review of Economics and Finance, Elsevier, vol. 77(C), pages 327-339.
   13. Matteo Bugamelli & Francesca Lotti & Monica Amici & Emanuela Ciapanna & Fabrizio Colonna & Francesco D�Amuri & Silvia Giacomelli & Andrea Linarello & Francesco Manaresi & Giuliana Palumbo & Filippo , 2018. "Productivity growth in Italy: a tale of a slow-motion change," Questioni di Economia e Finanza (Occasional Papers) 422, Bank of Italy, Economic Research and International Relations Area.
   14. Jose M Garrido, 2016. "Insolvency and Enforcement Reforms in Italy," IMF Working Papers 2016/134, International Monetary Fund.

Articles

1. Matteo Accornero & Giuseppe Cascarino & Roberto Felici & Fabio Parlapiano & Alberto Maria Sorrentino, 2018. "Credit risk in banks’ exposures to non‐financial firms," European Financial Management, European Financial Management Association, vol. 24(5), pages 775-791, November.

   Cited by:

   1. Roberta Fiori & Claudia Pacella, 2019. "Should the CCYB be enhanced with a sectoral dimension? The case of Italy," Questioni di Economia e Finanza (Occasional Papers) 499, Bank of Italy, Economic Research and International Relations Area.
   2. Natalia Nehrebecka, 2023. "Distribution of credit-risk concentration in particular sectors of the economy, and economic capital before and during the COVID-19 pandemic," Economic Change and Restructuring, Springer, vol. 56(1), pages 129-158, February.

2. Luisa Carpinelli & Giuseppe Cascarino & Silvia Giacomelli & Valerio Vacca, 2017. "The Management of Non-Performing Loans: A Survey among the Main Italian Banks," Politica economica, Società editrice il Mulino, issue 2, pages 157-188.
   • Luisa Carpinelli & Giuseppe Cascarino & Silvia Giacomelli & Valerio Vacca, 2016. "The management of non-performing loans: a survey among the main Italian banks," Questioni di Economia e Finanza (Occasional Papers) 311, Bank of Italy, Economic Research and International Relations Area.
   See citations under working paper version above.

Chapters

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More information

Research fields, statistics, top rankings, if available.

Statistics

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Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 4 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.

1. NEP-CFN: Corporate Finance (3) 2016-03-23 2022-03-21 2022-08-15. Author is listed
2. NEP-BAN: Banking (2) 2022-03-21 2022-04-04. Author is listed
3. NEP-EEC: European Economics (2) 2022-03-21 2022-08-15. Author is listed
4. NEP-BIG: Big Data (1) 2022-04-04. Author is listed
5. NEP-CMP: Computational Economics (1) 2022-04-04. Author is listed
6. NEP-FOR: Forecasting (1) 2022-04-04. Author is listed
7. NEP-RMG: Risk Management (1) 2022-04-04. Author is listed

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