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Towards a More Efficient Use of Multilateral Development Banks’ Capital

Settimo, Riccardo - 2017

The increasing financing needs of the Sustainable Development Goals (SDGs), coupled with factors likely to restrain in the near future the growth of multilateral development banks' (MDBs) own resources, call for maximizing capital efficiency. Focusing on 7 major MDBs – the IBRD, IFC, AfDB,...

Persistent link: https://www.econbiz.de/10012945274

Macroeconomic Determinants of Bad Loans : Evidence from Italian Banks

Bofondi, Marcello - 2011

In this paper we use a single-equation time series approach to examine the macroeconomic determinants of banks' loan quality in Italy in the past twenty years, as measured by the ratio of new bad loans to the outstanding amount of loans in the previous period. We analyse the quality of loans to...

Persistent link: https://www.econbiz.de/10013124759

Inside the Labyrinth of Basel Risk-Weighted Assets : How Not to Get Lost

Cannata, Francesco - 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 capital...

Persistent link: https://www.econbiz.de/10013099519

Stress Testing Credit Risk : A Survey of Authorities' Approaches

Foglia, Antonella - 2009

This paper reviews the quantitative methods used at selected central banks to stress testing credit risk, focusing in particular on the methods used to link macroeconomic drivers of stress with bank specific measures of credit risk (macro stress test). Stress testing credit risk is an essential...

Persistent link: https://www.econbiz.de/10013160243

The Negative Feedback Loop between Banks and Sovereigns

Angelini, Paolo - 2014

More than three years since the outbreak of the sovereign debt crisis in the euro area the banking systems of several countries remain exposed to the vagaries of government bond markets. The paper analyzes the different channels through which sovereign risk affects banking risk (and vice versa),...

Persistent link: https://www.econbiz.de/10013055983

With (More Than) a Little Help from My Bank. Loan-to-Value Ratios and Access to Mortgages in Italy

Liberati, Danilo - 2016

This paper introduces a framework to jointly account for the affordability of the periodic repayment of the housing debt (income constraint) and of the initial deposit (budget constraint). An application to 2006-2012 micro-data on Italian households indicates that the improvement in the ability...

Persistent link: https://www.econbiz.de/10012994331

Climate change and credit risk : the effect of carbon taxes on Italian banks’ business loan default rates

Angelico, Cristina; Aiello, Maria Alessia - 2022

banks’ default rates at the sector level in the short term using a counterfactual analysis. We build on the micro …). Credit risks stemming from introducing a carbon tax – during periods of low default rates – are modest on banks: on average …, in a one-year horizon, the default rates of firms increase but remain below their historical averages. The effect is …

Persistent link: https://www.econbiz.de/10013288848

Are Female Entrepreneurs Better Payers than Men?

Coin, Daniele - 2013

In this article we test whether Italian female entrepreneurs are more reliable payers than men, by carrying out a survival analysis of micro enterprises that utilize a credit for the first time in the period January 2005 to December 2008, and monitoring the quality of their exposure until...

Persistent link: https://www.econbiz.de/10013078413

Female Entrepreneurs in Trouble : Do Their Bad Loans Last Longer?

Marcucci, Juri - 2013

We investigate the duration of bad loans for a unique data set of sole proprietorships in Italy, finding that bad loans for female firms last longer. However, this result is mainly due to the fact that loans granted to female firms are less frequently written off than those to male ones,...

Persistent link: https://www.econbiz.de/10013078611

Le informazioni statistiche sul rischio di credito della Banca d'Italia e la nuova rilevazione AnaCredit (Credit Risk Statistical Information of the Bank of Italy and the New AnaCr...

Di Noia, Maria - 2020

Italian Abstract Il lavoro fornisce un quadro delle informazioni statistiche sul rischio di credito gestite dalla Banca d'Italia. L'Istituto ha una lunga tradizione nella raccolta sistematica e dettagliata di informazioni dal sistema finanziario. Con particolare riferimento a quelle sul rischio...

Persistent link: https://www.econbiz.de/10012832776