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With (More Than) a Little Help from My Bank. Loan-to-Value Ratios and Access to Mortgages in Italy
Liberati, Danilo - 2016
households indicates that the improvement in the ability of the latter to sustain a mortgage was counterbalanced by a tighter … and the slope of the ‘mortgage affordability curve', the curve that shows the share of eligible households at different … lowered the share of eligible families at high LTVs and mildly increased it at lower LTVs. Moreover, we find that mortgage …
Persistent link: https://www.econbiz.de/10012994331
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From Few to Many : Product Differentiation in the Italian Mortgage Market
Del Prete, Silvia - 2017
Nowadays Italian borrowers can choose among a variety of mortgage contracts. Using a special Bank of Italy survey on … effect among banks in providing differentiated mortgage contracts …
Persistent link: https://www.econbiz.de/10012946373
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Crisis and Italian Households : A Microeconomic Analysis of Mortgage Contracts
Felici, Roberto - 2012
Using information on about 2 million house purchase loans to households, this paper analyses the effects of the financial crisis on this portion of the credit market. From 2008 to 2011 the total number and value of new mortgages decreased sharply. The results show that young households and...
Persistent link: https://www.econbiz.de/10013099600
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Leverage Ratio, Central Bank Operations and Repo Market
Bucalossi, Annalisa - 2016
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
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Contingent Liquidity
Nicoletti-Altimari, Sergio - 2010
After the crisis, bank regulators are considering mitigating liquidity risk by introducing quantity limits on liquidity and maturity mismatch. We argue that aggregate liquidity risk can be reduced with little deadweight loss by encouraging banks, through adequate regulatory relief, to satisfy...
Persistent link: https://www.econbiz.de/10013135336
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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
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Basel 2.5 : Potential Benefits and Unintended Consequences
Pepe, Giovanni - 2013
Since 1996 the Basel risk-weighting regime has been based on the distinction between the trading and the banking book. For a long time credit items have been weighted less strictly if held in the trading book, on the assumption that they are easy to hedge or sell. The Great Financial Crisis made...
Persistent link: https://www.econbiz.de/10013082381
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Identifying and Tracking Global, EU and Eurozone Systemically Important Banks with Public Data
Masciantonio, Sergio - 2014
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/10013057098
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An Assessment of Financial Sector Rescue Programmes
Faeh, Thomas - 2010
We analyse the wide array of rescue programmes adopted in several countries, following Lehman Brothers' default in September 2008, in order to support banks and other financial institutions. We first provide an overview of the programmes, comparing their characteristics, magnitudes and...
Persistent link: https://www.econbiz.de/10013143555
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Financial Inclusion - G20 Initiatives and the Role of the Bank of Italy
Gomel, Giorgio - 2014
Financial exclusion concerns 2.5 billion individuals and more than 450 million enterprises. The G20 countries are committed to the reduction of this phenomenon. The Bank of Italy has a fundamental role in the field of financial inclusion, both on a national and an international scale through...
Persistent link: https://www.econbiz.de/10013067047