Narrow search
Showing 1 - 10 of 88
Cover Image
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
Cover Image
Identifying and tracking global, EU and Eurozone systemically important banks with public data
Masciantonio, Sergio - Banca d'Italia - 2013
This paper develops a methodology for identifying systemically important financial institutions based on that developed by the Basel Committee on Banking Supervision (2011) and used by the Financial Stability Board in its yearly G-SIBs identification. The methodology uses publicly available data...
Persistent link: https://www.econbiz.de/10011099597
Cover Image
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 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
Cover Image
Annual report of the National Resolution Fund : ... financial year
Fondo nazionale di risoluzione; Banca d'Italia - [Roma] : [Banca d'Italia] - 1st (2015) ; 2016-2021; 8th (2022)-
Persistent link: https://www.econbiz.de/10012238894
Cover Image
Inside the labyrinth of Basel risk-weighted assets: how not to get lost
cannata, Francesco; Casellina, Simone; Guidi, Gregorio - Banca d'Italia - 2012
Many studies have questioned the reliability of banks� calculations of risk-weighted assets (RWA) for prudential purposes. The significant divergences found at international level are taken as indicating excessive subjectivity in the current rules governing banks� risk measurement and...
Persistent link: https://www.econbiz.de/10011100415
Cover Image
Islamic finance and conventional financial systems. Market trends, supervisory perspectives and implications for central banking activity
Gomel, Giorgio; Cicogna, Angelo; Falco, Domenico De; … - Banca d'Italia - 2010
The paper analyses Islamic finance from the central bank and supervisory authority�s perspective, focusing on the European and Italian context. It depicts a rapidly expanding sector, with recent annual growth rates of between 10 and 15 percent and a geographical presence that now reaches...
Persistent link: https://www.econbiz.de/10008692071
Cover Image
The recent behaviour of financial market volatility
Panetta, Fabio; Angelini, Paolo; Grande, Giuseppe; … - Banca d'Italia - 2006
A striking feature of financial market behaviour in recent years has been the low level of price volatility over a wide range of financial assets and markets. The issue has attracted the attention of central bankers and financial regulators due to the potential implications for financial...
Persistent link: https://www.econbiz.de/10005770790
Cover Image
Why Banks Have a Future: An Economic Rationale.
Rajan, R.G. - Banca d'Italia - 1996
According to some, the commercial bank is anachronistic and in a state of terminal decline. The evidence, however is mixed. This paper takes a different approach to analyzing the future of banks.
Persistent link: https://www.econbiz.de/10005640900
Cover Image
Monitoring, Liquidation, and Security Design.
Repullo, R.; Suarez, J. - Banca d'Italia - 1996
By identifying the possibility of imposing a credible threat of liquidation as the key role of informed (bank) finance in a moral hazard context, and showing how credibility fails when liquidity values are low, this paper identifies the circumstances under which a mixture of informed and...
Persistent link: https://www.econbiz.de/10005640914
Cover Image
Extreme value theory for finance: a survey
Rocco, Marco - Banca d'Italia - 2011
Extreme value theory is concerned with the study of the asymptotical distribution of extreme events, that is to say … this theory have been increasingly employed in finance, especially in the context of risk measurement. The aim of the … present study is twofold. The first part delivers a critical review of the theoretical underpinnings of extreme value theory …
Persistent link: https://www.econbiz.de/10009193022