Massimiliano Affinito

Bank of Italy

Via Nazionale 91

Rome, 00184

Italy

SCHOLARLY PAPERS

16

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1,573

SSRN CITATIONS
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SSRN RANKINGS

Top 2,796

in Total Papers Citations

209

CROSSREF CITATIONS

265

Scholarly Papers (16)

1.

Why Do (or Did?) Banks Securitize Their Loans? Evidence from Italy

Bank of Italy Temi di Discussione (Working Paper) No. 741
Number of pages: 44 Posted: 12 May 2010
Massimiliano Affinito and Edoardo Tagliaferri
Bank of Italy and Bank of Italy
Downloads 332 (134,370)
Citation 109

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securitization, credit risk transfer, capital requirements, liquidity needs

2.

An Empirical Analysis of National Differences in the Retail Bank Interest Rates of the Euro Area

Bank of Italy Temi di Discussione (Working Paper) No. 589
Number of pages: 62 Posted: 10 Jul 2006
Massimiliano Affinito and Fabio Farabullini
Bank of Italy and Bank of Italy
Downloads 240 (186,907)
Citation 24

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bank interest rates, convergence, integration

Downloads 71 (471,624)
Citation 1

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liquidity, financial crisis, central bank refinancing, interbank market

Central Bank Refinancing, Interbank Markets, and the Hypothesis of Liquidity Hoarding: Evidence from a Euro-Area Banking System

Bank of Italy Temi di Discussione (Working Paper) No. 928
Number of pages: 52 Posted: 23 Nov 2013
Massimiliano Affinito
Bank of Italy
Downloads 54 (541,885)
Citation 25

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liquidity, financial crisis, central bank refinancing, interbank market

Central Bank Refinancing, Interbank Markets and the Hypothesis of Liquidity Hoarding: Evidence from a Euro-Area Banking System

ECB Working Paper No. 1607
Number of pages: 50 Posted: 08 Nov 2013
Massimiliano Affinito
Bank of Italy
Downloads 38 (627,100)

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liquidity, financial crisis, central bank refinancing, interbank market

Downloads 34 (652,391)

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liquidity, financial crisis, central bank refinancing, interbank market

4.

Do Interbank Customer Relationships Exist? And How Did They Function Over the Crisis? Learning from Italy

Systemic Risk, Basel III, Financial Stability and Regulation 2011
Number of pages: 40 Posted: 28 Feb 2011 Last Revised: 03 Jun 2011
Massimiliano Affinito
Bank of Italy
Downloads 143 (294,090)
Citation 32

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interbank market, lending relationship, financial crisis

5.

When the Panic Broke Out: Covid-19 and Investment Funds' Portfolio Rebalancing Around the World

Bank of Italy Temi di Discussione (Working Paper) No. 1342
Number of pages: 65 Posted: 30 Jul 2021
Massimiliano Affinito and Raffaele Santioni
Bank of Italy and Bank of Italy
Downloads 109 (361,134)

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coronavirus, Covid-19, investment funds, Morningstar holdings, pandemic, portfolio rebalancing, resilience

6.

What are Borders Made of? An Analysis of Barriers to European Banking Integration

Bank of Italy Temi di Discussione (Working Paper) No. 666
Number of pages: 37 Posted: 26 Jun 2008 Last Revised: 17 Nov 2011
Massimiliano Affinito and GianMatteo Piazza
Bank of Italy and Bank of Italy
Downloads 94 (398,055)
Citation 25

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european banking integration, barriers, asymmetric information

The Benefits and Costs of Adjusting Bank Capitalisation: Evidence from Euro Area Countries

Banco de Espana Working Paper No. 1923 (2019)
Number of pages: 65 Posted: 15 Jul 2019
European Central Bank (ECB), Bank of Italy, European Central Bank (ECB), Louvain School of Management (UCL), National Institute of Statistics and Economic Studies (INSEE) - Center for Research in Economics and Statistics (CREST), National Bank of Belgium, Banco de España, De Nederlandsche Bank, Suomen Panki, Banque de France, Suomen Panki, Bank of Portugal, Banco de España, Central Bank of Cyprus, Bank of Lithuania, European Central Bank (ECB), Central Bank of Ireland, Bank of Slovenia, Bank of Portugal, Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE), Bank of Italy, Central Bank of Cyprus and Central Bank of Ireland
Downloads 45 (586,831)
Citation 46

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FAVAR, capital regulation, cost-benefit analysis, banking system resilience

The Benefits and Costs of Adjusting Bank Capitalisation: Evidence From Euro Area Countries

ECB Working Paper No. 2261
Number of pages: 65 Posted: 15 Apr 2019
European Central Bank (ECB), Bank of Italy, European Central Bank (ECB), Louvain School of Management (UCL), National Institute of Statistics and Economic Studies (INSEE) - Center for Research in Economics and Statistics (CREST), Catholic University of Leuven (KUL) - Department of Economics, Banco de España, De Nederlandsche Bank, Suomen Panki, Banque de France, affiliation not provided to SSRN, Bank of Portugal, Banco de España, Central Bank of Cyprus, Bank of Lithuania, European Central Bank (ECB), Central Bank of Ireland, Bank of Slovenia, Bank of Portugal, Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE), Central Bank of Cyprus, Bank of Italy and Central Bank of Ireland
Downloads 35 (645,939)

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FAVAR, capital regulation, cost-benefit analysis, banking system resilience

8.

Purchases of Sovereign Debt Securities by Italian Banks During the Crisis: The Role of Balance-Sheet Conditions

Bank of Italy Occasional Paper No. 330
Number of pages: 43 Posted: 29 Sep 2016
Massimiliano Affinito, Giorgio Albareto and Raffaele Santioni
Bank of Italy, Bank of Italy and Bank of Italy
Downloads 65 (487,849)
Citation 3

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financial crisis, securities portfolio, banks’ balance sheets, sovereign risk

9.

Convergence Clubs, the Euro-Area Rank and the Relationship between Banking and Real Convergence

Bank of Italy Temi di Discussione (Working Paper) No. 809
Number of pages: 49 Posted: 17 Nov 2011
Massimiliano Affinito
Bank of Italy
Downloads 51 (546,324)
Citation 21

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convergence, comparing banking systems, euro area

10.

Do Interbank Customer Relationships Exist? And How Did They Function in the Crisis? Learning from Italy

Bank of Italy Temi di Discussione (Working Paper) No. 826
Number of pages: 51 Posted: 14 Feb 2012
Massimiliano Affinito
Bank of Italy
Downloads 50 (550,992)
Citation 49

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interbank market, lending relationship, financial crisis

11.

The Interbank Network Across the Global Financial Crisis: Evidence from Italy

Bank of Italy Temi di Discussione (Working Paper) No. 1118
Number of pages: 46 Posted: 25 Aug 2017
Massimiliano Affinito and Alberto F. Pozzolo
Bank of Italy and Università degli Studi di Roma Tre
Downloads 49 (555,723)
Citation 17

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global financial crisis, interbank markets, networks, central bank operations

12.

The Mediterranean Banking Systems: Convergence or Path Dependence?

Number of pages: 40 Posted: 11 Nov 2008
Massimiliano Affinito and Riccardo De Bonis
Bank of Italy and Bank of Italy
Downloads 49 (555,723)
Citation 1

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13.

Return of the NPLs to the Bright Side: Which Unlikely to Pay Firms are More Likely to Pay?

Bank of Italy Occasional Paper No. 601
Number of pages: 49 Posted: 16 Apr 2021
Massimiliano Affinito and Giorgio Meucci
Bank of Italy and Bank of Italy
Downloads 45 (575,205)

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non-performing loans, firm distress, firm recovery

14.
Downloads 26 (691,105)

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liquidity, financial and sovereign crises, central bank intervention, interbank

15.

Always Look on the Bright Side? Central Counterparties and Interbank Markets during the Financial Crisis

Bank of Italy Temi di Discussione (Working Paper) No. 1181, July 2018
Number of pages: 50 Posted: 09 Jul 2019
Massimiliano Affinito and GianMatteo Piazza
Bank of Italy and Bank of Italy
Downloads 22 (722,556)
Citation 12

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CCPs, central clearing, central counterparties, financial crisis, interbank markets, networks, interbank lending relationships

16.

Collateral in Bank Lending During the Financial Crises: A Borrower and a Lender Story

Bank of Italy Temi di Discussione (Working Paper) No. 1352
Number of pages: 54 Posted: 19 Nov 2021
Massimiliano Affinito, Fabiana Sabatini and Massimiliano Stacchini
Bank of Italy, Bank of Italy and Bank of Italy
Downloads 21 (730,642)

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bank-lending channel, collateral, financial crises