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Dynamic provisioning: rationale, functioning, and prudential treatment

Burroni, Marco; Quagliariello, Mario; Sabatini, Emiliano; … - Banca d'Italia - 2009

Current policy debate has renewed interest in countercyclical provisioning policies; dynamic provisions are regarded as a valuable device for pursuing this goal. Last July, Ecofin supported "the introduction of forward-looking provisioning, which consists in constituting provisions deducted from...

Persistent link: https://www.econbiz.de/10008472087

Credit risk and business cycle over different regimes

Marcucci, Juri; Quagliariello, Mario - Banca d'Italia - 2008

In the recent banking literature on the relationship between credit risk and the business cycle, the presence of …¿½ default rates, this paper analyzes whether this relationship is characterized by regime switches and thus by asymmetries …

Persistent link: https://www.econbiz.de/10005609366

Measuring sectoral/geographic concentration risk

Tola, Vincenzo - Banca d'Italia - 2010

This article focuses on the application of the Pykhtin model to the Italian banking system to measure concentration …

Persistent link: https://www.econbiz.de/10008692072

Countercyclical contingent capital (CCC): possible use and ideal design

Martino, Giuseppe De; Libertucci, Massimo; Marangoni, Mario - Banca d'Italia - 2010

two triggers would determine a quasi-default status. Conversion would be required when the financial system is …

Persistent link: https://www.econbiz.de/10008677915

The bank-firm relationships after Basel 2: a survey on Italian firms

Bentivogli, Chiara; Cocozza, Emidio; Foglia, Antonella; … - Banca d'Italia - 2007

more marked among firms localized in Emilia-Romagna, which received heavy funding from the banking system. A wider bank …

Persistent link: https://www.econbiz.de/10005467323

The effects of Basel 2 on Italian banks: results of the 5th quantitative simulation

Cannata, Francesco - Banca d'Italia - 2006

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 …

Persistent link: https://www.econbiz.de/10005113685

Is there a role for funding in explaining recent US bank failures?

Bologna, Pierluigi - Banca d'Italia - 2011

explaining banksï¿½ probability of default. By confirming the role of funding as a driver of banking crisis, the paper also … recognizes that the new liquidity framework proposed by the Basel Committee on Banking Supervision appears to have the features …

Persistent link: https://www.econbiz.de/10009350682