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Italy
Bank of Italy
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credit register, credit risk, credit supply, non-performing loans
shadow banks, securitization, financial accelerator
Business fluctuations, shadow banks, credit, securitisation
uncertainty, credit supply, bank lending channel, loan applications
risk premia; asymmetry; monetary policy; financial stability; local projections
monetary policy, financial stability, risk premia, macro news, local projections
banking profitability, net interest margin, interest rates
countercyclical capital buffer, financial cycle, credit cycle, macroprudential policy, capital requirements, banks, banking crises
Hodrick-Prescott filter, credit cycle, macroprudential policy
systemic risk, too big to fail
volatility; economic growth; panel VAR
financial frictions, predictive densities, Great Recession, threshold VAR
banking supervision, coordination, policy uncertainty, euro area
uncertainty shocks, high-frequency identification, SVAR, business cycle
financial conditions, quantile regression, growth risk
