Showing 91 - 100 of 199
This paper studies what impact liquidity shocks have on liquid assets and domestic and cross-border lending. In particular, we look for differences across banks depending on their international exposure and we account for the effects of the sovereign debt crisis and the ECB's non-conventional...
Persistent link: https://www.econbiz.de/10013026934
Using estimates of the Basel III leverage ratio, we show the rapid convergence of banks in the euro area towards levels well above the preliminary 3 per cent threshold. Contrary to predictions that the new requirement might interfere with the conduct of monetary policy and its transmission via...
Persistent link: https://www.econbiz.de/10012980033
This study presents the results of a survey carried out by the Bank of Italy in 2015 on the efficiency of credit recovery procedures undertaken by the main Italian banking groups. The recovery rate for liquidations in the years 2011-2014 was slightly above 40 per cent, and the largest share of...
Persistent link: https://www.econbiz.de/10012983259
The derivatives market has experienced quick growth all over the world in the last two decades. Banks decide to participate in the derivatives market either to hedge against unexpected movements in economic variables or for trading and broker-dealer activities. This paper analyses, by means of...
Persistent link: https://www.econbiz.de/10012914887
The paper investigates the impact of macroeconomic conditions on the profitability of EU banks, by testing for differential effects according to the business model. We group banks into three business models using a hierarchical cluster analysis, and find that using clusters based on the share of...
Persistent link: https://www.econbiz.de/10012914894
Interchange fees (IF) are fees that a cardholder's bank (issuer) receives from the merchant's bank (acquirer) when a card payment is executed. Interchange fees are an important part of the fees charged to merchants by acquirers. Because of their level and fragmentation, interchange fees can...
Persistent link: https://www.econbiz.de/10012914941
The recent financial crisis has induced firms to turn increasingly to financing sources other than bank credit, and banks to boost their income from non-lending services. This paper provides some evidence concerning possibility and convenience for Italian banks to expand the supply of financial...
Persistent link: https://www.econbiz.de/10012921176
In this paper we describe an analytical framework to assess financial stability risks in the Italian economy. We use a large number of indicators, selected to take into account the peculiarities of the Italian economy, to monitor risks in seven areas: interlinkages, the credit markets, the...
Persistent link: https://www.econbiz.de/10012921954
Ensuring and disseminating high-quality data is crucial for central banks to adequately support monetary analysis and the related decision-making process. In this paper we develop a machine learning process for identifying errors in banks’ supervisory reports on loans to the private sector...
Persistent link: https://www.econbiz.de/10013226672
We compare the spatial agglomeration of banks’ branches in Italy across local areas (as identified by local labor market areas) to that of other services. Banks branches appear to be only weakly spatially agglomerated, their spatial distribution being similar to that of other services and to...
Persistent link: https://www.econbiz.de/10013226673