Gen
19
2016
The mobile phone market has developed a lot in the last ten years across Europe: the penetration of mobile phones has increased significantly (since 2006 the subscriptions of SIM cards is higher than the number of inhabitants!) and the devices ...more »
Tagged width: Dell'Acqua Silvia, insurance
The Revision to the CVA Capital Charge by the Basel Committee. Short Review and some critical Issues – Part II
di Michele Bonollo e Antonio Castagna
Posted in: Articolo
Gen
19
2016
Executive Summary: This is the second part of the discussion of the recent BCBS paper no.325 concerning a deep review to the CVA capital charge, that was introduced with the CRR (Basel 3) regulation. This revision aims to improve the ...more »
Tagged width: banking, Bonollo Michele, Castagna Antonio
Dic
16
2015
Il recente salvataggio di Banca Marche, Popolare dell’Etruria e del Lazio, CariFerrara e CariChieti ha sollevato un acceso dibattito tra Banca d’Italia e Commissione Europea. Quest’ultima è accusata dalla Banca Centrale di aver ostacolato soluzioni alternative che attraverso il Fondo ...more »
Tagged width: banking, Milani Carlo, politica monetaria
The Revision to the CVA Capital Charge by the Basel Committee. Short Review and some critical Issues – Part I
di Michele Bonollo e Antonio Castagna
Posted in: Articolo
Dic
16
2015
Executive Summary: With the recent BCBS paper no.325 a new consultative session started, concerning a deep review to the CVA capital charge, that was introduced with the CRR (Basel 3) regulation. This revision aims to improve the CVA calculation with respect ...more »
Tagged width: banking, Bonollo Michele, Castagna Antonio
How the SSM is impacting the way banks organize and manage their regulatory relationship organisation and processes
di Silvia Miele e Nicola Andreis
Posted in: Articolo
Nov
18
2015
1. Summary The purpose of this article is to provide a first assessment of the impact of the new European Single Supervisory Mechanism (SSM) – mainly in terms of organisational structures and operational practice – on the way banks are ...more »
Tagged width: Andreis Nicola, banking, Miele Silvia
Quantitative Easing: quali distorsioni sui tassi?
di Eleonora Mazzoni e Carlo Milani
Posted in: Articolo
Nov
18
2015
L’ampliamento del programma di alleggerimento quantitativo che ha previsto la possibilità da parte della BCE di acquistare sul mercato i titoli di Stato dei 19 paesi dell’Area euro, a partire dal marzo 2015 (cosiddetto Quantitative Easing, o QE) ha avuto, ...more »
Tagged width: banking, Mazzoni Eleonora, Milani Carlo, politica monetaria
The RWA Optimization issue. Myths and Realities. Part I – Review and Problem Specification
di Michele Bonollo e Luca Mammi
Posted in: Articolo
Nov
12
2015
Executive Summary Due to the Basel III new capital rules (see [5]) and also to the EBA stress test processes, the capital issue is still a very relevant topic for most of the European banks regardless of their size. To ...more »
Tagged width: banking, Bonollo Michele, Mammi Luca
A Risk-Based Supervision to prevent the Money Laundering and the Financing of Terrorism
di Silvia Dell’Acqua
Posted in: Articolo
Nov
12
2015
Although many controls (like the risk assessment, the customer due diligence, the transaction monitoring, the escalation of suspicions and liaison with the authorities) are in common, there are key differences between preventing the Money Laundering (ML) and the Financing of ...more »
Tagged width: banking, Dell'Acqua Silvia
Il nuovo sistema sanzionatorio nel documento di consultazione della Banca d’Italia
di Giulia Mele
Posted in: Articolo
Nov
05
2015
Il 16 settembre scorso Banca d’Italia ha pubblicato un documento di consultazione in materia di sanzioni e procedura sanzionatoria (il “Documento“). Il Documento, seppure non definitivo, rappresenta l’attuazione, a livello secondario, della disciplina contenuta nella Direttiva 2013/36/UE (la “CRD IV“) ...more »
Tagged width: banking, Mele Giulia
Nov
05
2015
Executive summary Nel libro “Alle radici della crisi finanziaria. Origine, effetti e risposte”, edito da Egea (Milani, 2015), ho cercato di offrire al lettore una visione ampia dei fenomeni succedutesi negli ultimi 7/8 anni. In questa nota la sintesi dei ...more »
Tagged width: banking, capital markets, Milani Carlo, politica monetaria
