Ugo Albertazzi

ECB -DG Monetary Policy

Sonnemannstrasse 22

Frankfurt am Main, 60314

Germany

SCHOLARLY PAPERS

19

DOWNLOADS

4,327

SSRN CITATIONS

177

CROSSREF CITATIONS

319

Scholarly Papers (19)

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 1,438 (13,032)
Citation 132

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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 650 (41,181)
Citation 44

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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 463 (63,794)
Citation 100

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credit supply, bank capital, flight to quality, evergreening

4.
Downloads 341 ( 91,155)
Citation 17

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 171 (181,734)
Citation 21

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securitization, asymmetric information, signaling, reputation

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 170 (182,699)

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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 314 (99,868)
Citation 63

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tax-shifting, corporate income tax, bank profitability

6.

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 148 (205,420)

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securitization, SME loans, moral hazard, adverse selection

7.

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 (206,561)
Citation 15

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Common Agency, Collusion, Conflicts of Interest, Universal Banks

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 143 (211,287)
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 116 (248,247)
Citation 34

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

10.

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 104 (267,991)
Citation 3

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

11.

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 101 (273,361)
Citation 4

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

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 84 (307,560)
Citation 22

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sovereign spread, bank loan rates, bank lending

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, Federal Reserve Banks - Federal Reserve Bank of New York and University of Zurich - Department of Banking and Finance
Downloads 65 (359,998)
Citation 9

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mortgages, financial duration, cross-border banks

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

ECB Working Paper No. 2322
Number of pages: 76 Posted: 29 Oct 2019
Ugo Albertazzi, Steven Ongena and Fulvia Fringuellotti
ECB -DG Monetary Policy, University of Zurich and Federal Reserve Banks - Federal Reserve Bank of New York
Downloads 9 (637,525)

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cross-border banks, interest rate fixation, mortgages

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 66 (352,582)
Citation 24

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securitization, SME loans, moral hazard, adverse selection

15.

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 64 (358,255)
Citation 30

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

16.

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 36 (457,335)
Citation 17

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credit crunch, investment, strategic complementarities, global games

17.

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 (457,335)
Citation 11

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

18.

Monetary Policy and Bank Stability: The Analytical Toolbox Reviewed

ECB Working Paper No. 2377
Number of pages: 95 Posted: 21 Feb 2020
ECB -DG Monetary Policy, European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB) and European Central Bank (ECB)
Downloads 2 (663,083)

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bank stability, credit, monetary policy

19.

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 (692,145)
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Adverse Selection, moral hazard, Securitization, SME loans