Luca Cappellina
Ca’ Foscari University of Venice
Luca Cappellina specializes in quantitative model validation, with professional and research activities centering on financial risks and, in particular, the behavioral modeling of bank deposits.
He is affiliated with the Department of Economics at Ca’ Foscari University of Venice, where he previously served as an Adjunct Professor of Finance.
Luca is also a member of the research association GRETA Associati (Gruppi di Ricerca Economica Teorica e Applicata), where he contributes to studies on financial risk analysis and banking stability. His work is primarily oriented toward the integration of econometric methods and regulatory frameworks, with a core focus on IRRBB and liquidity risk management.
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Articles by Luca Cappellina
Non-maturity deposit risk under interest rate stress: a behavioral modeling framework
The authors propose a behavioral framework with which to model non-maturity deposit risk under interest rate stress within an interest rate risk in the banking book (IRRBB) context.