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This paper discusses the role that macroeconomic uncertainty plays in banks� decisions on the optimal asset allocation. Using a portfolio model recently proposed in the literature, the paper aims at disentangling how Italian banks choose between loans and risk-free assets when uncertainty...
Persistent link: https://www.econbiz.de/10005609339
banks are faced with the upcoming Basel III reform. Economic trends continue to exert pressure on the traditional bank …
Persistent link: https://www.econbiz.de/10011100363
In December 2010 the Basel Committee on Banking Supervision published a set of new regulations for banks in response to the financial crisis. This paper aims at evaluating the possible effects of the new framework on banks� available regulatory capital and risk-weighted assets and assessing...
Persistent link: https://www.econbiz.de/10011100377
In 2007 the new framework for capital adequacy of banks (Basel 2), defined in 2004 by the Basel Committee for Banking Supervision, will replace the 1988 Accord (Basel 1) in all major countries. In the last years the Committee has carried out several impact studies in order to simulate the...
Persistent link: https://www.econbiz.de/10005113685
The paper analyses Islamic finance from the central bank and supervisory authority�s perspective, focusing on the …
Persistent link: https://www.econbiz.de/10008692071
of data on banks’ balance sheets, central banks and money market funds; on interest rates on deposits and loans; on non-bank …
Persistent link: https://www.econbiz.de/10011277926
enterprises, as captured by the assessment of credit standards provided by the banks participating in the Eurosystem Bank Lending … the Regional Bank Lending Survey (non-BLS banks) carried out by the Bank of Italy. We find evidence of a limited upward … restriction for the non-BLS banks. The Eurosystem Bank Lending Survey, therefore, continues to be a timely and important source of …
Persistent link: https://www.econbiz.de/10011265439
After August 2007 the plumbing system that supplied banks with wholesale funding, the interbank market, failed because toxic assets obstructed the pipes. Banks were forced to squeeze liquidity in a �lemons market� or to ask for liquidity �on tap� from central banks. This...
Persistent link: https://www.econbiz.de/10009320176
in order to prevent a bank run. Analysing the results of three questions on this topic introduced in the last Survey on …
Persistent link: https://www.econbiz.de/10009350680
small and medium enterprises in accessing bank financing. The aim of this paper is twofold. First, we describe the …
Persistent link: https://www.econbiz.de/10009350681