Directory of Economists
By Name | By Field of Interest

Contact Information:
Email Marco

Education:
CFA Level III
MSc, Economics and Finance, University of Warwick
Laurea in Economics and Financial Markets, Bologna University, Italy

Professional Experience
Bank of England, 2001 to present

Selected Publications:

• Inkinen, M, Stringa, M and Voutsinou, K (2010)
  'Interpreting equity price movements since the start of the financial crisis', Bank of England Quarterly Bulletin, Vol.50, pages 24-33.
• Drehmann, M, Sorensen, S, and Stringa, M (2009)
  'The integrated impact of credit and interest rate risk on banks: a dynamic framework and stress testing application', Journal of Banking and Finance, Forthcoming.
• Pagratis, P, and Stringa, M (2009)
  'Modelling bank credit ratings: a structural approach to Moody's credit risk assessment', International Journal of Central Banking, Vol. 5(2), pages
  1-40.
• Sorensen, S, and Stringa, M (2009)
  'A framework for integrating different risks: the integration between credit and interest rate risk', pages 165-182 in, M Quagliarello, (eds), Stress testing the banking system: methodologies and applications, Cambridge University Press.
• Monks, A and Stringa, M, (2007)
  'Inter-industry contagion between UK life insurers and UK banks: an event study', Bank of England Working Paper no. 325.

See all Marco's publications

These publications include only those based on research carried out while working at the Bank of England. The views expressed in all these papers are those of the author and do not necessarily reflect those of the Bank of England.