Journal of
Italian
Banking
Association
year 100
Italian
Banking
Association
year 100
Archive » February 2015
February 2015
Crisis management and regulation in the European Banking Union
Giuseppe BoccuzziThe new crisis management framework has created a subtle equilibrium between European and national action, introducing bail-in mechanisms and the Single Resolution Fund. National regulators ...
Innovation and credit risk during the crisis
Roberto BarontiniThis paper examines the riskiness of a sample of Italian Smes through the financial crisis, taking into account, in particular, the dynamics of corporate ratings of innovative firms. Within six industrial sectors ...
Stress testing: a stochastic simulation model and a comparison with 2014 Eba/Ecb exercise
Giuseppe Montesi, Pasquale Nicastro, Giovanni PapiroWe present a multivariate stochastic model for bank stress testing and its application to the nine European banking groups of systemic importance, comparing the results to the Eba/Ecb 2014 ...
New legislation of financial income in Italy
Enzo MignarriThe Italian stability law for 2015 introduces important changes to the taxation of financial income. The new rules are in particular related to pension funds, individual pension schemes ...
Systemic importance of financial institutions: from a global to a local perspective? A Network Theory approach
Michele Bonollo, Irene Crimaldi , Andrea FloriAfter the systemic effects of bank defaults during the recent financial crisis, and despite a huge amount of literature on systemic risk, no standard methodologies have been set up until now
Firms networks and access to credit of Smes: performance indicators in the Italian market
Anna Cabigiosu, Antonio ProtoThe firms network model is an important form of aggregation and cooperation for small and medium-sized enterprises which can improve their access to credit. Banks also are now considering networks ...