Micro variables are best warning signs for smaller Italian banks – BoI
Bank of Italy presents early-warning system for crises in less significant lenders
A working paper published by the Bank of Italy presents an early-warning system for smaller Italian banks.
In An early-warning system for less significant Italian banks, Fabrizio Ferriani et al base the model an extensive list of variables that might warn of a crisis. The system is designed to detect both systemic crises and major problems at individual banks. Several of Italy’s less significant institutions, or LSIs, have been placed in resolution in recent years.
The authors use less
Only users who have a paid subscription or are part of a corporate subscription are able to print or copy content.
To access these options, along with all other subscription benefits, please contact info@centralbanking.com or view our subscription options here: http://subscriptions.centralbanking.com/subscribe
You are currently unable to print this content. Please contact info@centralbanking.com to find out more.
You are currently unable to copy this content. Please contact info@centralbanking.com to find out more.
Copyright Infopro Digital Limited. All rights reserved.
As outlined in our terms and conditions, https://www.infopro-digital.com/terms-and-conditions/subscriptions/ (point 2.4), printing is limited to a single copy.
If you would like to purchase additional rights please email info@centralbanking.com
Copyright Infopro Digital Limited. All rights reserved.
You may share this content using our article tools. As outlined in our terms and conditions, https://www.infopro-digital.com/terms-and-conditions/subscriptions/ (clause 2.4), an Authorised User may only make one copy of the materials for their own personal use. You must also comply with the restrictions in clause 2.5.
If you would like to purchase additional rights please email info@centralbanking.com