His research is mainly focused on quantitative analyses for banking and finance, in particular banking systems modeling and simulation. In 2008 he started and developed the Systemic Model for Banking Originated Losses (SYMBOL), further developed during his activity at the European Commission, that adopted it as a standard tool for testing banking regulation. Applications of this approach also included what-if tests, cost-benefit analysis, evaluations of banking systems stability and its effects on public finances stability, dimensioning of Deposit Guarantee Schemes (DGS) and Resolution Funds (RF), risk-based contributions. These studies and results were published in international leading journals, and presented among others, at the European Commission, SRB, CEBS, and Treasury Department of the US.