After a decade of deep transformation, which influenced both lending policies and risk management, Italy�s mutual … banks are faced with the upcoming Basel III reform. Economic trends continue to exert pressure on the traditional bank … institutions relative to the new rules on capital and liquidity. The exercise paints a picture of broad compliance with the …

regulatory capital and risk-weighted assets and assessing their positioning with respect to future leverage and liquidity … June 2012, show that capital and liquidity positions relatively to the Basel 3 targets have improved considerably over the … interpreted as a forecast of capital and liquidity needs as they do not incorporate any assumption about future balance …

This paper tests the role of different banks� liquidity funding structures in explaining the bank failures that … recognizes that the new liquidity framework proposed by the Basel Committee on Banking Supervision appears to have the features … needed to strengthen banks� liquidity conditions and improve financial stability. Its correct implementation, together with …

After the crisis, bank regulators are considering mitigating liquidity risk by introducing quantity limits on liquidity … and maturity mismatch. We argue that aggregate liquidity risk can be reduced with little deadweight loss by encouraging … readily observable variable correlated with systemic liquidity risk (e.g. the LIBOR-OIS spread) is above a trigger threshold …

, through bank runs and bank panics, and through moral hazard. Some stylized facts related to these channels are presented. In … particular, the importance of the exposure to a common source of funding and the irrelevance of bank runs as causes of financial …

between loans and risk-free assets when uncertainty on macroeconomic conditions increases. The econometric results confirm …

attracting increased attention to the expected costs and benefits of such regulation; measures undertaken in response to the … at the Bank of Italy, proving to be a useful tool not only to refine the rules being adopted, but also to strengthen the …