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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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Italian mutual banks and the challenge of Basel III
Cannata, Francesco; Giorgio D�Acunto; Allegri, … - Banca d'Italia - 2013
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
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Looking ahead to Basel 3: Italian banks on the move
Cannata, Francesco; Bevilacqua, Marco; Casellina, … - Banca d'Italia - 2013
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
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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
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The Eurosystem’s monetary, banking and financial statistics: some reflections on results and future steps
Bonis, Riccardo De - Banca d'Italia - 2013
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
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Estimating the effects of a credit supply restriction: is there a bias in the Bank Lending Survey?
Nobili, Andrea; Orame, Andrea - Banca d'Italia - 2015
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
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The interbank market after the financial turmoil: squeezing liquidity in a "lemons market" or asking liquidity "on tap"
Socio, Antonio De - Banca d'Italia - 2011
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
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Is your money safe? What Italians know about deposit insurance
Bartiloro, Laura - Banca d'Italia - 2011
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
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Mutual Guarantee Institutions (MGIs) and small business credit during the crisis
Mistrulli, Paolo Emilio; Vacca, Valerio; Corbisiero, Gennaro - Banca d'Italia - 2011
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
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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 …
Persistent link: https://www.econbiz.de/10009350682