Ugo Albertazzi

ECB -DG Monetary Policy

Sonnemannstrasse 22

Frankfurt am Main, 60314

Germany

SCHOLARLY PAPERS

18

DOWNLOADS

4,161

CITATIONS

468

Scholarly Papers (18)

1.

Bank Profitability and the Business Cycle

Bank of Italy Economic Research Paper No. 601
Number of pages: 39 Posted: 06 Oct 2006
Ugo Albertazzi and Leonardo Gambacorta
ECB -DG Monetary Policy and Bank for International Settlements (BIS)
Downloads 1,404 (12,809)
Citation 28

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bank profitability, economic cycle, macro-prudential analysis

2.

Financial Sector Pro-Cyclicality: Lessons from the Crisis

Bank of Italy Occasional Paper No. 44
Number of pages: 86 Posted: 29 Sep 2009 Last Revised: 21 May 2011
Bank of Italy, Bank of Italy, ECB -DG Monetary Policy, Bank of Italy, Bank of Italy, Bank of Italy, Bank of Italy, Bank of Italy and Bank of Italy
Downloads 642 (39,825)
Citation 37

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pro-cyclicality, financial accelerator, capital requirements, leverage, accounting standards, incentives

3.

Credit Supply, Flight to Quality and Evergreening: An Analysis of Bank-Firm Relationships after Lehman

Bank of Italy Temi di Discussione (Working Paper) No. 756
Number of pages: 59 Posted: 03 Sep 2010
Ugo Albertazzi and Domenico Junior Marchetti
ECB -DG Monetary Policy and Bank of Italy
Downloads 442 (64,144)
Citation 83

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credit supply, bank capital, flight to quality, evergreening

4.
Downloads 334 ( 89,062)
Citation 17

Securitization is Not that Evil after All

BIS Working Paper No. 341
Number of pages: 60 Posted: 07 Jun 2011
ECB -DG Monetary Policy, Bank of Italy, Bank for International Settlements (BIS) and Bank of Italy
Downloads 169 (175,878)

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securitization, asymmetric information, signaling, reputation

Securitization is Not that Evil after All

Bank of Italy Temi di Discussione (Working Paper) No. 796
Number of pages: 69 Posted: 16 May 2011
ECB -DG Monetary Policy, Bank of Italy, Bank for International Settlements (BIS) and European Central Bank (ECB)
Downloads 165 (179,545)
Citation 20

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securitization, asymmetric information, signaling, reputation

5.

Bank Profitability and Taxation

Bank of Italy Temi di Discussione (Working Paper) No. 649
Number of pages: 38 Posted: 17 Dec 2007
Ugo Albertazzi and Leonardo Gambacorta
ECB -DG Monetary Policy and Bank for International Settlements (BIS)
Downloads 300 (100,142)
Citation 32

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tax-shifting, corporate income tax, bank profitability

6.

Incentives in Universal Banks

Bank of Italy Economic Research Paper No. 572
Number of pages: 36 Posted: 10 Apr 2006
Ugo Albertazzi
ECB -DG Monetary Policy
Downloads 147 (197,567)
Citation 15

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Common Agency, Collusion, Conflicts of Interest, Universal Banks

7.

Asymmetric Information and AHE Securitization of SME Loans

BIS Working Paper No. 601
Number of pages: 42 Posted: 10 Jan 2017
ECB -DG Monetary Policy, Bank of Italy, Bank for International Settlements (BIS) and University of Zurich - Department of Banking and Finance
Downloads 146 (198,686)

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securitization, SME loans, moral hazard, adverse selection

8.

Securitization is Not that Evil after All

AFA 2012 Chicago Meetings Paper
Number of pages: 60 Posted: 22 Mar 2011
affiliation not provided to SSRN, ECB -DG Monetary Policy, Bank of Italy and Bank for International Settlements (BIS)
Downloads 142 (203,222)
Citation 14

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securitization, banking, asymmetric information, signaling, reputation

9.

The Bank Lending Channel of Conventional and Unconventional Monetary Policy

Bank of Italy Temi di Discussione (Working Paper) No. 1094
Number of pages: 36 Posted: 17 Mar 2017
ECB -DG Monetary Policy, Bank of Italy and Bank of Italy
Downloads 102 (260,171)
Citation 31

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unconventional monetary policy, lending rates, bank lending channel, bank capital channel, fragmentation

10.

An Inquiry into the Determinants of the Profitability of Italian Banks

Bank of Italy Occasional Paper No. 364
Number of pages: 43 Posted: 15 Feb 2017
ECB -DG Monetary Policy, Bank of Italy and Bank of Italy
Downloads 95 (272,608)
Citation 3

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bank profits, bank capital, non-performing loans, Italian banks, Italian economy

11.

Portfolio Rebalancing and the Transmission of Large-Scale Asset Programmes: Evidence from the Euro Area

ECB Working Paper No. 2125
Number of pages: 39 Posted: 02 Feb 2018
Ugo Albertazzi, Bo Becker and Miguel Boucinha
ECB -DG Monetary Policy, Stockholm School of Economics and European Central Bank (ECB)
Downloads 88 (286,218)
Citation 1

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quantitative easing, unconventional monetary policy, portfolio rebalancing, search for yield

12.

The Impact of the Sovereign Debt Crisis on the Activity of Italian Banks

Bank of Italy Occasional Paper No. 133
Number of pages: 36 Posted: 10 Oct 2012
ECB -DG Monetary Policy, Bank of Italy, Bank of Italy and Bank of Italy
Downloads 80 (303,462)
Citation 15

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sovereign spread, bank loan rates, bank lending

13.

The Procyclicality of Foreign Bank Lending: Evidence from the Global Financial Crisis

Bank of Italy Temi di Discussione (Working Paper) No. 926
Number of pages: 46 Posted: 16 Jul 2013
Ugo Albertazzi and Margherita Bottero
ECB -DG Monetary Policy and Bank of Italy
Downloads 63 (346,218)
Citation 27

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foreign banks, credit crunch, bank balance sheet channel, functional distance

14.

Asymmetric Information and the Securitization of SME Loans

Bank of Italy Temi di Discussione (Working Paper) No. 1091
Number of pages: 48 Posted: 17 Mar 2017
ECB -DG Monetary Policy, Bank of Italy, Bank for International Settlements (BIS) and University of Zurich - Department of Banking and Finance
Downloads 59 (357,645)
Citation 18

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securitization, SME loans, moral hazard, adverse selection

15.

Fixed Rate Versus Adjustable Rate Mortgages: Evidence from Euro Area Banks

Bank of Italy Temi di Discussione (Working Paper) No. 1176
Number of pages: 75 Posted: 12 Jul 2018 Last Revised: 17 Aug 2019
Ugo Albertazzi, Fulvia Fringuellotti and Steven Ongena
ECB -DG Monetary Policy, University of Zurich - Department of Banking and Finance and University of Zurich - Department of Banking and Finance
Downloads 49 (389,567)
Citation 14

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mortgages, financial duration, cross-border banks

16.

Sharing Information on Lending Decisions: An Empirical Assessment

Bank of Italy Temi di Discussione (Working Paper) No. 980
Number of pages: 47 Posted: 18 Feb 2015
Ugo Albertazzi, Margherita Bottero and Gabriele Sene
ECB -DG Monetary Policy, Bank of Italy and Bank of Italy
Downloads 36 (438,349)
Citation 11

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sequential lending decisions, credit supply, winner’s curse, informational spillover

17.

Credit Demand and Supply: A Two-Way Feedback Relation

Bank of Italy Temi di Discussione (Working Paper) No. 1134
Number of pages: 44 Posted: 06 Oct 2017
Ugo Albertazzi and Lucia Esposito
ECB -DG Monetary Policy and Bank of Italy
Downloads 32 (455,465)
Citation 17

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credit crunch, investment, strategic complementarities, global games

18.

Asymmetric Information and the Securitization of SME Loans

CEPR Discussion Paper No. DP11785
Number of pages: 40 Posted: 23 Jan 2017
ECB -DG Monetary Policy, Bank of Italy, Bank for International Settlements (BIS) and University of Zurich - Department of Banking and Finance
Downloads 0 (666,530)
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Adverse Selection, moral hazard, Securitization, SME loans