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Basilea 3 e la stabilit? finanziaria delle banche: quale relazione con la dimensione della banca?

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  • Valentina Cioli
  • Alessandro Giannozzi

Abstract

L?obiettivo dello studio ? analizzare la relazione tra la stabilit? finanziaria della banca e la sua dimensione. Facendo riferimento ad una misura della stabilit? finanziaria della banca ampiamente utilizzata in letteratura (Z-index), abbiamo sviluppato la ricerca su un campione di 26 banche italiane suddiviso, sulla base del criterio dell?attivo di bilancio, in 3 gruppi dimensionali. In primo luogo, abbiamo verificato l?adeguatezza del campione ai nuovi requisiti patrimoniali previsti da Basilea 3. Successivamente abbiamo confrontato la stabilit? finanziaria di ciascun gruppo al fine di identificare potenziali fonti di rischio legate alla dimensione della banca. I risultati ottenuti nel periodo dal 2005 al 2011 mostrano che le banche pi? piccole presentano un maggior grado di stabilit? finanziaria e di patrimonializzazione rispetto a quelle pi? grandi.

Suggested Citation

  • Valentina Cioli & Alessandro Giannozzi, 2013. "Basilea 3 e la stabilit? finanziaria delle banche: quale relazione con la dimensione della banca?," ECONOMIA E DIRITTO DEL TERZIARIO, FrancoAngeli Editore, vol. 2013(2), pages 261-286.
    • Handle: RePEc:fan:ededed:v:html10.3280/ed2013-002005
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