Looking ahead to Basel 3: Italian banks on the move

Francesco Cannata (), Marco Bevilacqua (), Simone Enrico Casellina (), Luca Serafini () and Gianluca Trevisan ()
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Francesco Cannata: Bank of Italy
Marco Bevilacqua: Bank of Italy
Simone Enrico Casellina: Bank of Italy
Luca Serafini: Bank of Italy
Gianluca Trevisan: Bank of Italy

No 157, Questioni di Economia e Finanza (Occasional Papers) from Bank of Italy, Economic Research and International Relations Area

Abstract: In December 2010 the Basel Committee on Banking Supervision published a set of new regulations for banks in response to the financial crisis. This paper aims at evaluating the possible effects of the new framework on banks� available regulatory capital and risk-weighted assets and assessing their positioning with respect to future leverage and liquidity constraints. The evidence, based on the data collected from a representative sample of 13 Italian banking groups updated to 30 June 2012, show that capital and liquidity positions relatively to the Basel 3 targets have improved considerably over the last two years. Furthermore, compared to banks in other jurisdictions, Italian intermediaries are likely to be less affected by the reform, due to a business model more focused on credit intermediation. Importantly, the estimates cannot be interpreted as a forecast of capital and liquidity needs as they do not incorporate any assumption about future balance-sheet items or banks� reactions to the changing regulatory and economic environment.

Keywords: Basel 3; QIS; impact assessment; bank; capital; liquidity (search for similar items in EconPapers)
JEL-codes: G21 G28 (search for similar items in EconPapers)
Date: 2013-04
New Economics Papers: this item is included in nep-acc, nep-ban, nep-cba, nep-cwa and nep-rmg
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (1)

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