Emiliano Sabatini

Bank of Italy

Via Nazionale 91

Rome, 00184

Italy

SCHOLARLY PAPERS

2

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671

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3

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15

Scholarly Papers (2)

Dynamic Provisioning: Rationale, Functioning, and Prudential Treatment

Bank of Italy Research Paper Series - Occasional Paper No. 57
Number of pages: 30 Posted: 26 Oct 2010
Bank of Italy, European Central Bank (ECB), Bank of Italy and Bank of Italy
Downloads 226 (254,070)
Citation 5

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dynamic provisions, capital buffers, Basel 2, credit risk, procyclicality

Dynamic Provisioning: Rationale, Functioning, and Prudential Treatment

Bank of Italy Occasional Paper No. 57
Number of pages: 30 Posted: 05 Jan 2010
Bank of Italy, European Central Bank (ECB), Bank of Italy and Bank of Italy
Downloads 184 (307,458)
Citation 5

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dynamic provisions, capital buffers, Basel 2, credit risk, procyclicality

2.

Risks and Challenges of Complex Financial Instruments: An Analysis of SSM Banks

Bank of Italy Occasional Paper No. 417
Number of pages: 48 Posted: 14 Feb 2018
Bank of Italy, Bank of Italy, Bank of Italy, Bank of Italy, Bank of Italy, Bank of Italy, Bank of Italy, Bank of Italy, Bank of Italy, Bank of Italy and Bank of Italy
Downloads 261 (221,671)
Citation 10

Abstract:

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fair value accounting, level 2 instruments, L3 instruments, prudential regulation