Nuova Newsletter FinRiskAlert
1 giorno fa

Care Lettrici e cari Lettori, Siamo lieti di annunciarvi che FinRiskAlert cambia veste. La missione del sito e della newsletter sarà la diffusione della ricerca scientifica nel mondo finanziario. Il nuovo formato è pensato per offrire un accesso diretto ad una selezione curata della ricerca in finanza. Il sito e la ...more »
Daniele Marazzina, Francesca Grassetti, “A Standardized Approach to ESG Ratings for Business Strategy: Enhancing Corporate Sustainability Assessment”
1 giorno fa

Do we really need proprietary ESG ratings? Our paper suggests: no. We show that a credible sustainability score can be built without data providers and black-box algorithms, using only observable ...more »
Manuel Buchholz, Axel Loeffler and Patrick Sigel, “Do capital requirements and their international differences affect banks’ profitability?”

Deutsche Bundesbank, Working paper n° 31/2025

1 giorno fa

Abstract: A key element of the Basel III reforms are stricter capital requirements, which have been implemented with varying degrees ...more »
Mahmoud Fatouh, Benjamin Guin and Haluk Unal, “Product innovation in the UK mortgage market: the case of green mortgages”

Bank of England, Working paper n° 1167

1 giorno fa

Abstract: We study product innovation in the UK mortgage market by analysing when and how attributes outside the traditional structure of mortgage contracts ...more »
Alessandro Moro and Andrea Zaghini, “Cui prodest? The heterogeneous impact of green bonds on companies’ ESG score”

Banca d’Italia, Working paper n° 1499

1 giorno fa

Abstract: This study analyses, from both a theoretical and empirical perspective, whether issuing green bonds improves companies' environmental performance. The ...more »
Somnath Chatterjee and David Humphry, “Solvency and systemic risk of European life insurers”

Bank of England, Working paper n° 1168

1 giorno fa

Abstract: The paper presents two risk-based capital frameworks for systemically important European life insurers by drawing a distinction between solvency risk and systemic risk. Solvency ...more »
Jonas Heim and Thomas Nitschka, “On the carbon premium in Swiss stock returns”

SWISS NATIONAL BANK, Working paper n° 13/2025

1 giorno fa

Abstract: This paper evaluates whether CO2 emission levels or emission intensities are firm characteristics that drive Swiss firms’ stock returns. We show that standard characteristics such as ...more »
Marc Blatter and Joséphine Molleyres, “LCR optimization by banks: Evidence from changes in liquidity requirements in Switzerland”

SWISS NATIONAL BANK, Working paper n° 18/2025

1 giorno fa

Abstract: In this paper, we analyze the effects of the introduction of the liquidity coverage ratio (LCR) on banks’ funding behavior. We use ...more »