Credit quality of Italian Mgcis: an empirical comparison with mutual banks

Enrica Bolognesi and Alberto Dreassi
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Enrica Bolognesi: Università di Udine
Alberto Dreassi: Università di Udine

BANCARIA, 2014, vol. 12, 25-46

Abstract: This paper investigates the portfolio quality of Italian supervised Mutual guarantee credit institutions in 2011-2012 by analysing the relationship between non-performing ratios, size, performance, regulatory capital and efficiency of intermediaries. We apply the same methodology to mutual banks to check for similarities. Our findings show a low risk-sensitivity in pricing guarantees and a positive relationship between economic unbalances and credit quality of Mgcis. Geographically, the non-performing credit is lower in the North-East for Mgcis while it is higher for banks in Southern Italy. Finally, Mgcis experience a lower non-performing credit than banks, except in North-West Italy, evidencing the potential delay in recognition of non-performing exposures

JEL-codes: G01 G21 G23 (search for similar items in EconPapers)
Date: 2014
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Persistent link: https://EconPapers.repec.org/RePEc:ban:bancar:v:12:y:2014:m:december:p:25-46

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