Details about Massimiliano Affinito

Access statistics for papers by Massimiliano Affinito.

Last updated 2022-11-28. Update your information in the RePEc Author Service.

Short-id: paf55

Working Papers

2022

1. Artificial intelligence in credit scoring. An analysis of some experiences in the Italian financial system
   Questioni di Economia e Finanza (Occasional Papers), Bank of Italy, Economic Research and International Relations Area

2021

2. Collateral in bank lending during the financial crises:a borrower and a lender story
   Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area View citations (2)
3. Return of the NPLs to the bright side: which Unlikely to Pay firms are more likely to pay?
   Questioni di Economia e Finanza (Occasional Papers), Bank of Italy, Economic Research and International Relations Area View citations (1)
4. When the panic broke out: COVID-19 and investment funds' portfolio rebalancing around the world
   Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area View citations (1)

2019

5. The benefits and costs of adjusting bank capitalisation: evidence from euro area countries
   Working Papers, Banco de España View citations (2)
   Also in Working Paper Series, European Central Bank (2019) View citations (2)
6. What do almost 20 years of micro data and two crises say about the relationship between central bank and interbank market liquidity? Evidence from Italy
   BIS Working Papers, Bank for International Settlements View citations (1)
   Also in Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area (2019) View citations (1)

2018

7. Always look on the bright side? Central counterparties and interbank markets during the financial crisis
   Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area View citations (8)
   See also Journal Article in International Journal of Central Banking (2021)

2017

8. The interbank network across the global financial crisis: evidence from Italy
   Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area View citations (26)
   See also Journal Article in Journal of Banking & Finance (2017)

2016

9. Purchases of sovereign debt securities by Italian banks during the crisis: the role of balance-sheet conditions
   Questioni di Economia e Finanza (Occasional Papers), Bank of Italy, Economic Research and International Relations Area View citations (12)

2013

10. Central bank refinancing, interbank markets and the hypothesis of liquidity hoarding: evidence from a euro-area banking system
    Working Paper Series, European Central Bank View citations (10)
    Also in Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area (2013) View citations (12)

2011

11. Convergence clubs, the euro-area rank and the relationship between banking and real convergence
    Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area View citations (2)
12. Do interbank customer relationships exist? And how did they function in the crisis? Learning from Italy
    Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area View citations (13)
    See also Journal Article in Journal of Banking & Finance (2012)

2010

13. Why do (or did?) banks securitize their loans? Evidence from Italy
    Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area View citations (66)
    See also Journal Article in Journal of Financial Stability (2010)

2008

14. What are borders made of? An analysis of barriers to European banking integration
    Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area View citations (7)
    See also Chapter (2009)

2006

15. An empirical analysis of national differences in the retail bank interest rates of the euro area
    Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area View citations (18)

Journal Articles

2022

1. Purchases of sovereign debt securities by banks during the crisis: The role of balance sheet conditions
   Journal of Banking & Finance, 2022, 138, (C) View citations (2)

2021

2. Always Look on the Bright Side? Central Counterparties and Interbank Markets during the Financial Crisis
   International Journal of Central Banking, 2021, 17, (1), 231-283
   See also Working Paper (2018)

2017

3. The interbank network across the global financial crisis: Evidence from Italy
   Journal of Banking & Finance, 2017, 80, (C), 90-107 View citations (25)
   See also Working Paper (2017)

2012

4. Do interbank customer relationships exist? And how did they function in the crisis? Learning from Italy
   Journal of Banking & Finance, 2012, 36, (12), 3163-3184 View citations (72)
   See also Working Paper (2011)

2010

5. Why do (or did?) banks securitize their loans? Evidence from Italy
   Journal of Financial Stability, 2010, 6, (4), 189-202 View citations (58)
   See also Working Paper (2010)

2009

6. Does the Law of One Price Hold in Euro-Area Retail Banking? An Empirical Analysis of Interest Rate Differentials across the Monetary Union
   International Journal of Central Banking, 2009, 5, (1), 5-37 View citations (21)

Chapters

2009

1. What Are Borders Made of? An Analysis of Barriers to European Banking Integration
   Springer View citations (3)
   See also Working Paper (2008)