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Anatoli Segura

1 paper hereh-index 12487 citations30 works total

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author position
  • last author1

Across the 1 of 1 paper where every author was matched, so the position is known.

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  • q-fin.PM1

identity via Semantic Scholar / OpenAlex

most citedShifting the yield curve for fixed-income and derivatives portfolios

1 citations · 1 across the 1 of their papers we have counts for

collaborators

1 paper

q-fin.PM2024★ 1 cited

Shifting the yield curve for fixed-income and derivatives portfolios

Michele Leonardo Bianchi, Dario Ruzzi, Anatoli Segura

We use granular regulatory data on euro interest rate swap trades between January 2021 and June 2023 to assess whether derivative positions of Italian banks can offset losses on th…

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