Piergiorgio Alessandri
Directory of Economists
By Name | By Field of Interest
Financial Stability
Risk Assessment Division
Current Areas of Interest:
Applied econometrics
Macroeconomics
Banking and financial institutions
Risk Management
Contact Information:
Email Piergiorgio
Education:
PhD, Economics, Birkbeck College, London
MSc, Economics, Birkbeck College, London
Professional Experience
Bank of England 2006 to present
Selected Publications:
- Aikman, D, Alessandri, P, Eklund, B, Gai, P, Kapadia S, Martin, E, Mora, N, Sterne, G and Willison, M (2009)
Working Paper No 372 'Funding liquidity risk in a quantitative model of systemic stability' - Alessandri, P, and Drehmann, M, (2009)
'An economic capital model integrating credit and interest rate risk in the banking book', Journal of Banking and Finance, forthcoming. - Alessandri, P, Gai, P, Kapadia, S, Mora, N, and Puhr, C (2008)
'A framework for quantifying systemic stability', International Journal of Central Banking, forthcoming.
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.
