Details about Massimiliano Affinito

Access statistics for papers by Massimiliano Affinito.

Last updated 2023-10-02. Update your information in the RePEc Author Service.

Short-id: paf55

Working Papers

2023

1. Inside household debt: disentangling mortgages and consumer credit, and household and bank factors. Evidence from Italy
   Questioni di Economia e Finanza (Occasional Papers), Bank of Italy, Economic Research and International Relations Area
2. The evolution of bank fees as a source of income: trends and new business models – evidence from Italy
   Questioni di Economia e Finanza (Occasional Papers), Bank of Italy, Economic Research and International Relations Area

2022

3. 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

4. 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)
5. 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)
   See also Journal Article Return of the NPLs to the Bright Side: Which Unlikely to Pay Firms are More Likely to Pay?, Quarterly Journal of Finance (QJF), World Scientific Publishing Co. Pte. Ltd. (2023) (2023)
6. 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

7. The benefits and costs of adjusting bank capitalisation: evidence from euro area countries
   Working Papers, Banco de España View citations (3)
   Also in Working Paper Series, European Central Bank (2019) View citations (3)
8. 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

9. 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 Always Look on the Bright Side? Central Counterparties and Interbank Markets during the Financial Crisis, International Journal of Central Banking, International Journal of Central Banking (2021) View citations (1) (2021)

2017

10. 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 (28)
    See also Journal Article The interbank network across the global financial crisis: Evidence from Italy, Journal of Banking & Finance, Elsevier (2017) View citations (27) (2017)

2016

11. 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 (13)

2013

12. 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

13. 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)
14. 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 Do interbank customer relationships exist? And how did they function in the crisis? Learning from Italy, Journal of Banking & Finance, Elsevier (2012) View citations (77) (2012)

2010

15. 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 (69)
    See also Journal Article Why do (or did?) banks securitize their loans? Evidence from Italy, Journal of Financial Stability, Elsevier (2010) View citations (60) (2010)

2008

16. 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 What Are Borders Made of? An Analysis of Barriers to European Banking Integration, Springer Books, Springer (2009) View citations (3) (2009)

2006

17. 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

2023

1. Return of the NPLs to the Bright Side: Which Unlikely to Pay Firms are More Likely to Pay?
   Quarterly Journal of Finance (QJF), 2023, 13, (02), 1-48
   See also Working Paper 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) (2021) View citations (1) (2021)

2022

2. 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 (3)

2021

3. 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 View citations (1)
   See also Working Paper Always look on the bright side? Central counterparties and interbank markets during the financial crisis, Temi di discussione (Economic working papers) (2018) View citations (8) (2018)

2017

4. The interbank network across the global financial crisis: Evidence from Italy
   Journal of Banking & Finance, 2017, 80, (C), 90-107 View citations (27)
   See also Working Paper The interbank network across the global financial crisis: evidence from Italy, Temi di discussione (Economic working papers) (2017) View citations (28) (2017)

2012

5. 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 (77)
   See also Working Paper Do interbank customer relationships exist? And how did they function in the crisis? Learning from Italy, Temi di discussione (Economic working papers) (2011) View citations (13) (2011)

2010

6. Why do (or did?) banks securitize their loans? Evidence from Italy
   Journal of Financial Stability, 2010, 6, (4), 189-202 View citations (60)
   See also Working Paper Why do (or did?) banks securitize their loans? Evidence from Italy, Temi di discussione (Economic working papers) (2010) View citations (69) (2010)

2009

7. 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 (23)

Chapters

2009

1. What Are Borders Made of? An Analysis of Barriers to European Banking Integration
   Springer View citations (3)
   See also Working Paper What are borders made of? An analysis of barriers to European banking integration, Bank of Italy, Economic Research and International Relations Area (2008) View citations (7) (2008)