institutions relative to the new rules on capital and liquidity. The exercise paints a picture of broad compliance with the … prudential targets, although some elements warrant greater attention. On the one hand, although the banks� capital endowment is …

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 …

The paper analyses the sharp devergence in the nineties between capital formation in the main euro-area countries, on … and service sectors on capital stock, investment and value added. Our econometric estimates of an investment fonction … that links the growth of capital stock to value added for both the euro-area countries and the Anglo-Saxon countries. This …

In 2007 the new framework for capital adequacy of banks (Basel 2), defined in 2004 by the Basel Committee for Banking … of the Italian banking system. For large internationally active intermediaries the capital requirements, calculated with … the advanced methodologies, decrease with respect to the current regime; for medium-sized banks the capital requirements …

This publication collects the papers presented at the workshop entitled "The sovereign debt crisis and the euro area … Area of the Bank of Italy has conducted several analyses on the impact of the sovereign debt crisis on the financial system … mechanisms whereby the tensions in the government bond markets due to the sovereign debt crisis were transmitted to the banking …

the fiscal regime when the signaling effect on credit ratings is larger (that is, when a sufficiently large stock of debt … governments. We show that a testable prediction of our model is that primary balances and debt stocks are complementary inputs in …