Research Interests
I am interested in banking and financial networks, in the role interconnections play
in giving rise to systemic risk, in the evaluation and design of macroprudential regulation,
and in its implications for financial stability.
Academic Bio
PhD in Mathematics, Imperial College London, 2014-2018
MRes in Mathematical Sciences, Imperial College London, 2013-2014
MSc in Theoretical Physics, King's College London, 2012-2013
BSc in Physics, Università di Bologna, 2009-2012
Selected Publications
Correlated default events and systemic risk,
G. Fukker, A. Grassi, L. Mingarelli, and M.
Sydow, Working paper, (forthcoming)
On the identification of zombie firms,
L. Mingarelli, J. Wendelborn. and T. Shakir,
Aussenwirtschaft 73.1, 2023.
Key linkages between banks and the non-bank financial sector,
E. Franceschi, M. Grodzicki, B. Kagerer, C. Kaufmann, F. Lenoci, L. Mingarelli, C. Pancaro, and R. Senner,
Financial Stability Review, May 2023.
[Work picked up by the
Financial Times]
Dawn of the (Half) Dead: The Twisted World of Zombie Identification,
L. Mingarelli, B. Ravanetti, T. Shakir, and J. Wendelborn, ECB Working Paper Series No 2743, 2022
Contagion from market price impact: a price-at-risk perspective,
G. Fukker, M. Kaijser, L. Mingarelli, and M. Sydow, ECB Working Paper Series No 2692, 2022
Euro Area banks' sensitivity to changes in carbon price,
M. Belloni, F. Kuik, and L. Mingarelli, ECB Working Paper Series No 2654, 2022
Financial contagion and optimised strategies of bank resolution,
P. Bochmann, L. Kuitunen, J. Metzler, L. Mingarelli, M. Montagna,
and M. Späth, (ECB-SRB mimeo paper)
Shock amplification in an interconnected financial system of banks and investment funds,
M. Sydow, A. Schilte, G. Covi, M. Deipenbrock, L. Del Vecchio, P. Fiedor,
G. Fukker, M. Gehrend,
R. Gourdel, A. Grassi, B. Hilberg, M. Kaijser, G. Kaoudis, L. Mingarelli,
M. Montagna, T. Piquard, D. Salakhova, N. Tente,
2024, Journal of Financial Stability, 101234.
Corporate zombification: post-pandemic risks in the euro area,
T. Helmersson, L. Mingarelli, B. Mosk, A. Pietsch, B. Ravanetti, T. Shakir and J. Wendelborn,
Financial Stability Review, May 2021.
[Work picked up by the
Financial Times]
EA system-wide scenario analysis of large scale corporate bond downgrades,
with A. Bouveret, C. Christophersen, G. Coppins, M. Ferrari, C. Fricke, C. Graciani,
S. Hack, P. Jakubik, M. Kaijser, M. Ludwig, L. Mingarelli, A. Monzon, S. Pasqualini,
D. Pérez, E. Rancoita, E. Schaanning, M. Sydow, and A. Vinci, ESRB Technical Notes, 2020
Assessing the systemic footprint of euro area banks,
M. Adam, P. Bochmann, M. Grodzicki, L. Mingarelli, M. Montagna, C. Rodriguez d'Acri, and M. Spaggiari,
ECB Financial Stability Review, 2019
Exotic Vortex Lattices in Superfluid Mixtures,
Mingarelli L., Barnett R., 2018, Phys.Rev.Lett.
(arXiv)
Infinite vortex lattices in superfluids, Mingarelli L., 2018
Vortex Lattices in Binary Mixtures of Repulsive Superfluids,
Mingarelli L., Keaveny E.E., Barnett R., 2017, Phys.Rev.A
(arXiv)
Simulating infinite vortex lattices in superfluids,
Mingarelli L., Keaveny E.E., Barnett R., 2016, Journal of Physics - Condensed Matter
(arXiv)
Peer-reviewing (2018-2021):
Physical Review Letters, Physical Review B
