Mario Quagliariello is currently the Head of Unit. Risk Analysis at the European Banking Authority (EBA), responsible for – among other things – regular risk assessment and stress testing. He is the Chair of the EBA Task Force on Macroprudential Matters and of the Task Force on Supervisory Benchmarking. He also coordinates the work of the Stress Test Methodological Task Force. He previously served as a senior economist in the Regulation and Supervisory Policies Department of Banca d’Italia, the Italian central bank. He has been the representative of Banca d’Italia in a number of international working groups dealing with financial stability issues at the ECB, CEBS, IMF and the Basel Committee for Banking Supervision. His interests concern macroprudential analysis and stress tests, Basel III and procyclicality, the economics of financial regulation.
Mario has published several articles in Italian and international journals, including the Journal of Banking and Finance, the Journal of Financial Services Research, the Journal of International Financial Markets, Institutions and Money, Applied Economics, Applied Financial Economics, SUERF Studies and Risk. He edited the volume Stress Testing the Banking System: Methodologies and Applications, published by Cambridge University Press and co-edited the volume Basel III and Beyond: A Guide to banking regulation after the Crisis published by RiskBooks. He holds a Ph.D. in economics from the University of York (United Kingdom).