Hi! I'm Gianluca.

Gianluca, rendered as a colour teletext mosaic.
Receiving page 109.
09
Gianluca plays guitar beside a cat, in teletext colours.
Receiving page 109.
Guitar & cat
Gianluca takes a swing in a batting cage, in teletext colours.
Receiving page 109.
Batting cage

This is a collection of things I've done. It's a bunch of quantitative modelling, but there's some computer vision, too, and a few other things. I love working with data, and I've done it a few times in leisure and work. Since some of the stuff I am proud of in a work-related context I can't show here, you can check out my CV for a description in text. This website I tried to keep mostly visual. So look and play around, if you'd like, and enjoy :)

Free time

I play baseball, tennis, and the guitar. Bob Dylan is the man. I have a thing for teletext, spaghetti westerns and the late bronze age.

CV

I'm the technical founder and lead developer at ATMAN. Before that, I worked as a research analyst and consultant at the European Central Bank, helping develop the Banking Euro Area Stress Test Model (BEAST). I worked on bank solvency and liquidity modelling, and built data pipelines and analytical tools to study systemic risk. I've also done a few other quantitative modelling jobs in different places.

M.Sc. Economics, University of Bonn (2015–2017), and B.Sc. Economics, University of Mannheim (2012–2015).

Publications

  1. BEAST: A model for the assessment of system-wide risks and macroprudential policies

    K. Budnik, J. Groß, G. Vagliano, I. Dimitrov, M. Lampe, J. Panos, S. Velasco, L. Boucherie and M. Jančoková

    ECB Working Paper Series, No. 2855 · 2023
  2. Assessing the Net Economic Impact of the Farmer Field and Business Schools

    Gianluca Vagliano

    GIZ impact study, Frankfurt · April 2023
  3. The economic impact of the NPL coverage expectations in the euro area

    K. Budnik, I. Dimitrov, J. Groß, P. Kusmierczyk, M. Lampe, G. Vagliano and M. Volk

    ECB Occasional Paper Series, No. 297 · 2022
  4. The growth-at-risk perspective on the system-wide impact of Basel III finalisation in the euro area

    K. Budnik, I. Dimitrov, C. Giglio, J. Groß, M. Lampe, A. Sarychev, M. Tarbé, G. Vagliano and M. Volk

    ECB Occasional Paper Series, No. 258 · 2021
  5. The economic impact of the FFBS program in Bungoma and Nyandarua, Kenya

    Gianluca Vagliano

    GIZ internal report · 2019