You can find an overview of the publicly available policy contributions here:
Financial Stability Review (Nov 2023). Special Feature A: Assessing risks from euro area banks' maturity transformation. With Sandor Gardo, Benjamin Klaus, Francesca Lenoci, Cosimo Pancaro and Alessio Reghezza.
SUERF Policy Brief 1012 (Oct 2024). Mind the (duration) gap! Interest rate risk in the banking book and bank lending during a monetary tightening episode. With Cosimo Pancaro and Alessio Reghezza.
SUERF Policy Brief 1336 (Jan 2026). The hidden maturity of non-maturing deposits: How banks model it. With Cosimo Pancaro, Livia Pancotto and Alessio Reghezza.