This paper contributes to the literature on the effects of changes in bank capital requirements in three ways: first, introducing the notion of (capital ratio) stabilizing Return on Assets; second, by estimating an econometric model for a sample of Italian banks over the period 2007-2012, it...

This paper contributes to the literature on bank risk with a cross-sectional analysis of the bank-specific determinants of risk using a new indicator calculated for a sample of 38 Italian banks in the period 2006-2012 and expressed as flow of the amount of new non- performing loans. The results...

The relationship between economic activity and the banking sector has always been one of the central themes in both the academic and practitioners debates. In this work we present a methodological tool of macro stress tests, focused on Italy. We estimate an autoregressive model (Var) to assess...

The affordability index of Italian households analyzes the factors influencing the households’ propensity to buy an house with a mortgage loan. In 2013, the index recorded a significant improvement returning to pre-crisis levels, due to the houses prices decrease and to the fall of interest...

Despite some recent signs of stabilization, the 2012-2014 ABI Financial Outlook Report highlights that the global economic situation remains fragile. Domestically, Gdp will further decline in 2013 and it is expected to return to a very slow growth only in 2014. Bank’s profitability continues...

A survival analysis, conducted by the Italian Banking Association, shows that, since 1997, in Italy there has not been a deterioration in the customers’ creditworthiness like in Us. The analysis also emphasizes how, despite the sharp increases of private sector’s financing, there has not...

To assess the Basel 3 impact, a simple model relating capital ratios, profitability, assets growth and dividend ratios can be very useful. Showing the necessity of fostering Roas mainly through cost cutting policies