Cristiano has written books with McGraw-Hill and is well published in various journals of financial economics, such as Review of Financial Economics, Journal of Banking Regulation, Journal of Financial Services Research, Journal of Financial Stability, Research in Banking and Finance, and, now, The Journal of Credit Risk.
Cristiano has been an Adjunct Professor at the University Luiss of Rome for a decade, where he thought Risk Management and Economics at undergraduate and MBA programs. He is also an Aspen Institute Scholar. At the end of 2007, he was awarded the Santa Margherita Ligure Prize in Economics for the best paper in economics for his research titled “Monetary Policy and Financial Stability: What Role for the Future Markets?” which was published in the Journal of Financial Stability.
Cristiano received a BSc in Economics & Business and a MSc in Banking from the University La Sapienza of Rome, and a PhD in Management (Finance) from the Swiss Federal Institute of Technology in Lausanne (EPFL).
Systemic risk in the financial system: capital shortfalls under Brexit, the US elections and the Italian referendum
This paper uses SRISK to quantify the estimated capital shortfalls of financial institutions under three relevant stress events that occurred in 2016: Brexit, the Trump election and the Italian referendum.