Articles by Stefano Iabichino
Funding arbitrages and optimal funding policy
Stochastic control can be used to manage a bank’s net asset income
Funding, wealth transfer and financial stability in the post-Libor era
Adjusting RFR with a funding premium may aid economic growth and stability
A Darwinian theory of model risk
An ex ante methodology is proposed to analyse the model risk pattern for a broad class of structures