Articolo
Risposta dell’AIFIRM al consultative document “Interest rate risk in the banking book” del Comitato di Basilea sulla vigilanza bancaria
di Domenico Curcio e Igor Gianfrancesco
Posted in: Articolo
Mar
03
2016
Executive summary AIFIRM believes that the a Pillar 2 approach, where banks are allowed, subject to supervisory approval, to use internal measurement systems (IMS) for assessing their ability to cover potential losses from IRRBB, is the best suited option. In fact, the standardization associated with ...more »
Tagged width: banking, Curcio Domenico, Igor Gianfrancesco
Results of the First EU Stress Test for Occupational Pensions
di Silvia Dell’Acqua
Posted in: Articolo
Feb
22
2016
On the 26th of January 2016 EIOPA published the results of the first Stress test for Occupational Pensions. The exercise was conducted during 2015 (reference date 31 December 2014) by all the European Economic Area countries with material IORP sectors, covering all types of IORPS. ...more »
Tagged width: banking, Dell'Acqua Silvia, insurance, risparmio gestito
GACS: solo un piccolo passo verso la pulizia dei bilanci bancari
di Emilio Barucci e Carlo Milani
Posted in: Articolo
Feb
11
2016
Dopo una trattativa durata più di un anno il Ministro Padoan ha recentemente concluso con la Commissione Europea un accordo per il varo in Italia di un meccanismo avente la finalità di ripulire i bilanci bancari del gravoso peso dato dalle sofferenze bancarie. Avendo quest’ultime ...more »
Tagged width: banking, Barucci Emilio, Milani Carlo
Whistleblowing: la nuova disciplina e le disposizioni di attuazione di Banca d’Italia
di Giulia Mele
Posted in: Articolo
Gen
27
2016
L’incessante produzione normativa del legislatore europeo ha “costretto” quello domestico ad intervenire, nuovamente, sul d.lgs. n. 58 del 24 febbraio 1998 (il “TUF“) e sul d.lgs. n. 385 del 1 settembre 1993 (il “TUB“) con l’introduzione dell’obbligo, per le banche e gli altri soggetti vigilati, ...more »
Tagged width: banking, capital markets, Mele Giulia
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 have experienced an increase in ...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 CVA calculation with respect to ...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 di tutela dei depositi avrebbero ...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 to the forthcoming fundamental review ...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 organizing and managing their relations ...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, come da attese, effetti sui ...more »
Tagged width: banking, Mazzoni Eleonora, Milani Carlo, politica monetaria
