Articolo
Stress test EBA ai tempi della pandemia: scenari più negativi che in passato
a cura di Emilio Barucci e Michele Bonollo
Posted in: Articolo
Feb
06
2021
Il 29 gennaio EBA ha lanciato gli stress test 2021 per un panel rilevante di banche europee: 50 banche che rappresentano il 70% della quota di mercato europea delle banche, vedi [1]. Le banche italiane coinvolte sono Unicredit, Banca Intesa, BancoBPM, MPS. Il panel è ...more »
Tagged width: banking, Barucci Emilio, Bonollo Michele, EBA
Interpolating commodity futures prices with Kriging
a cura di Andrea Pallavicini e Andrea Maran
Posted in: Articolo
Gen
29
2021
Commodity markets may quote the prices of futures contracts for different maturity dates and different delivery periods. If we select a specific delivery period, we can group the prices at different maturities within a single term structure. The shape of the futures term structure is ...more »
Tagged width: capital markets, Pallavicini Andrea
Gen
23
2021
Artificial Intelligence, Machine Learning, IoT and Digital Platforms are some of the new technological paradigms that are significantly changing insurance market dynamics, in terms of customers’ needs, expectations and ways of connecting with Insurance Companies. More than ever before, insurance Companies have to manage an ...more »
Moving from IBORs to Alternative Risk Free Rates
a cura di Veronica Falco, Marco Bianchetti, Umberto Cherubini
Posted in: Articolo
Gen
15
2021
Abstract In this short note we briefly review the state of the art of the ongoing transition from interbank rates (IBORs) to alternative risk free rates, with a focus on LIBOR and EUR benchmark rates. This note is a reduced version of a position paper ...more »
Tagged width: Bianchetti Marco, capital markets
Un anno record per le piattaforme di invoice trading in Italia
a cura di Giancarlo Giudici
Posted in: Articolo
Gen
08
2021
La recessione causata dall’epidemia Covid-19 sta impattando fortemente sui pagamenti delle fatture commerciali. Secondo lo European Payment Report 2020 di Intrum il 35% delle aziende europee sta accettando tempi più lunghi per il pagamento delle fatture pur di evitare il default; il numero delle fatture ...more »
Tagged width: capital markets, Giudici Giancarlo
Gen
02
2021
Last 17th December 2020 EIOPA published its opinion regarding the review of the SII directive. It will now be reviewed by the European Commission, who is finalizing its proposal by 21Q3. The proposal will be then then discussed and drafted into a low by the ...more »
Tagged width: Dell'Acqua Silvia, eiopa, insurance
Digital Banking Journey: a flexible path which needs to be adapted to our country
a cura di Tommaso Sacchi
Posted in: Articolo
Dic
18
2020
Digital Banking: a glimpse on current situation Digital banking can no more be considered a new topic, or a disruptive innovation adopted by some first movers. It is something already in place and well developed since 2008/2010. Its presence in everyday life has become more ...more »
Tagged width: fintech, Tommaso Sacchi
Dic
12
2020
EIOPA has recently (05.11.2020) published the risk dashboard (RDB) update as of October 2020. The RDB is published on a quarterly basis, showing the level of risk for 8 (=7+1) risk categories. The latest outcome is reported in the table below, compared to the previous ...more »
Tagged width: Dell'Acqua Silvia, eiopa, insurance
Blockchain: una prospettiva sul mercato alla luce della recente Global Survey di Deloitte sulla tecnologia e uno dei casi più promettenti per il mercato FSI, le Central Bank Digital Currencies
a cura di Deloitte
Posted in: Articolo
Dic
04
2020
Sono ormai passati più di dieci anni da quando il protocollo Bitcoin è stato rilasciato, ponendo le basi per quella che sarebbe diventata l’attuale tecnologia blockchain. Il principio alla base – digitalizzazione dei dati organizzati in una struttura immutabile – si è rivelato applicabile ad ...more »
Tagged width: blockchain, deloitte, fintech
Nov
20
2020
Last July EIOPA submitted its response to the consultation the European Commission (EC) had launched regarding the sustainable finance, whose aim is promoting a sustainable financial environment by increasing private investment in sustainable projects. Here are the main outcomes: EIOPA supports the EU proposal of ...more »
Tagged width: Dell'Acqua Silvia, eiopa, insurance
