Concepedia
Statistics
Publications
3
Citations
197
H-Index
Active since
2006
Affiliations
Bank of England(Current)
Bank for International Settlements
Marco Stringa is an author at Bank of England specializing in financial system, credit risk, and financial risk management.
Top concepts
FinanceBusinessEconomicsManagementCredit RiskMonetary PolicyFinancial CrisisFinancial SystemCapital StructureInterest Rate Risk
Publications per year
2006–2009
The integrated impact of credit and interest rate risk on banks: A dynamic framework and stress testing application
Mathias Drehmann, Steffen Sørensen, Marco Stringa · Journal of Banking & Finance · 2009 · 134 citations
Dynamic Framework, Economics, Monetary Policy +13
The Integrated Impact of Credit and Interest Rate Risk on Banks: An Economic Value and Capital Adequacy Perspective
Mathias Drehmann, Steffen Sørensen, Marco Stringa · SSRN Electronic Journal · 2008 · 53 citations · Full text
Integrating credit and interest rate risk: A theoretical framework and an application to banks' balance sheets
Mathias Drehmann, Steffen Sørensen, Marco Stringa · RePEc: Research Papers in Economics · 2006 · 10 citations
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