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Macroeconomic uncertainty and banks' lending decisions: The case of Italy
Quagliariello, Mario - Banca d'Italia - 2007
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
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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 … asymmetric effects both across credit risk regimes and through the business cycle has been generally neglected. Employing …, determining the thresholds endogenously. Our results show that not only are the effects of the business cycle on credit risk more …
Persistent link: https://www.econbiz.de/10005609366
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Quadro di sintesi del bollettino statistico / Banca Italia : dati territoriali sul credito, la finanza e i tassi di interesse bancari
Banca d'Italia - Roma - Nachgewiesen 1998 - 2008; damit Ersch. eingest.
Persistent link: https://www.econbiz.de/10001373916
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1999 World Savings Day : ACRI Association of Italian Savings Banks, Rome, 30 October 1999
Fazio, Antonio G. - 1999
Persistent link: https://www.econbiz.de/10001433474
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The pricing of government-guaranteed bank bonds
Levy, Aviram; Zaghini, Andrea - Banca d'Italia - 2010
reflect the characteristics of the guarantor (credit risk, size of rescue measures, timeliness of repayments) and not those of …
Persistent link: https://www.econbiz.de/10008626021
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Do interbank customer relationships exist? And how did they function in the crisis? Learning from Italy
Affinito, Massimiliano - Banca d'Italia - 2011
Using 11 years of monthly Italian bank-by-bank data, this paper correlates the bilateral amounts and the identity of each interbank borrower and lender with a long list of explanatory variables. The results show that interbank customer relationships, i.e. stable and strong relationships between...
Persistent link: https://www.econbiz.de/10009364553
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Is your money safe? What Italians know about deposit insurance
Bartiloro, Laura - Banca d'Italia - 2011
The recent financial crisis has revived the debate on deposit insurance. Public awareness of its existence is essential in order to prevent a bank run. Analysing the results of three questions on this topic introduced in the last Survey on Household Income and Wealth, this paper investigates...
Persistent link: https://www.econbiz.de/10009350680
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Is there a role for funding in explaining recent US bank failures?
Bologna, Pierluigi - Banca d'Italia - 2011
This paper tests the role of different banks� liquidity funding structures in explaining the bank failures that occurred in the United States between 2007 and 2009. The results highlight that funding is indeed a significant factor in explaining banks� probability of default. By...
Persistent link: https://www.econbiz.de/10009350682
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Credit ratings in structured finance and the role of systemic risk
Violi, Roberto - Banca d'Italia - 2010
This paper explores the implications of systemic risk in Credit Structured Finance (CSF). Risk measurement issues …
Persistent link: https://www.econbiz.de/10008677911
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Contingent liquidity
Nicoletti-Altimari, Sergio; Salleo, Carmelo - Banca d'Italia - 2010
. At roll-over the yield would reflect the current price of liquidity and credit risk, making ROOFs attractive to investors …
Persistent link: https://www.econbiz.de/10008677914