Massimiliano Affinito

Bank of Italy

Via Nazionale 91

Rome, 00184

Italy

SCHOLARLY PAPERS

20

DOWNLOADS
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SSRN RANKINGS

Top 43,035

in Total Papers Downloads

2,216

SSRN CITATIONS
Rank 3,311

SSRN RANKINGS

Top 3,311

in Total Papers Citations

298

CROSSREF CITATIONS

265

Scholarly Papers (20)

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 364 (156,583)
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 272 (213,114)
Citation 24

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bank interest rates, convergence, integration

Downloads 92 (531,947)
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 71 (623,341)
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 51 (737,583)

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liquidity, financial crisis, central bank refinancing, interbank market

Downloads 50 (744,298)

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liquidity, financial crisis, central bank refinancing, interbank market

4.

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 180 (316,106)
Citation 1

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

5.

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 166 (337,666)
Citation 32

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interbank market, lending relationship, financial crisis

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 86 (555,741)
Citation 47

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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 49 (751,064)
Citation 1

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

7.

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 111 (463,620)
Citation 26

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european banking integration, barriers, asymmetric information

8.

Artificial Intelligence in Credit Scoring. An Analysis of Some Experiences in the Italian Financial System

Bank of Italy Occasional Paper No. 721
Number of pages: 53 Posted: 30 May 2023
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, Bank of Italy and Bank of Italy
Downloads 97 (509,404)

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artificial intelligence, machine learning, credit, credit scoring, algorithmic bias, discrimination

9.

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 93 (523,457)
Citation 5

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

10.

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 76 (591,287)
Citation 12

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

11.

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 72 (609,287)

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non-performing loans, firm distress, firm recovery

12.

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 68 (628,335)
Citation 21

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convergence, comparing banking systems, euro area

13.

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 Roma Tre University
Downloads 66 (638,170)
Citation 17

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

14.

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 65 (643,183)
Citation 1

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15.

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 63 (653,537)
Citation 49

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interbank market, lending relationship, financial crisis

16.
Downloads 36 (826,568)

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Coronavirus, COVID-19, investment funds, Morningstar holdings, pandemic, portfolio rebalancing, resiliene.

17.
Downloads 35 (834,466)

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

18.

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 34 (842,724)

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bank-lending channel, collateral, financial crises

19.

Inside Household Debt: Disentangling Mortgages and Consumer Credit, and Household and Bank Factors. Evidence from Italy

Bank of Italy Occasional Paper No. 788
Number of pages: 53 Posted: 03 Jun 2024
Massimiliano Affinito, Raffaele Santioni and Luca Tomassetti
Bank of Italy, Bank of Italy and Bank of Italy
Downloads 10 (1,075,591)

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Household debt, residential mortgages, consumer credit, supply and demand factors, income level and distribution, over-indebtedness, debt accumulation

20.

The Evolution of Bank Fees as a Source of Income: Trends and New Business Models – Evidence from Italy

Bank of Italy Occasional Paper No. 777
Number of pages: 41 Posted: 31 May 2024
Massimiliano Affinito, Matteo D’Amato and Raffaele Santioni
Bank of Italy, Bank of Italy and Bank of Italy
Downloads 9 (1,085,557)

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fee income, customer protection, bank business model