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The impact of the financial crisis on inter-bank funding: evidence from Italian balance sheet data

  • Giuseppe Cappelletti

    ()

    (Bank of Italy)

  • Antonio De Socio

    ()

    (Bank of Italy)

  • Giovanni Guazzarotti

    ()

    (Bank of Italy)

  • Enrico Mallucci

    ()

    (London School of Economics)

We analyze the impact of the financial crisis on the structure and the dynamics of the Italian inter-bank market, focusing on monthly banks� assets and liabilities data between January 2007 and December 2010. The analysis is developed using an ad hoc dataset based on supervisory reports. The data contain nominative information, which allow us to identify different reporting entities and counterparts. We distinguish between intra-group and extra-group transactions, domestic and foreign counterparties, secured and unsecured positions, and short and long-term loans. We also analyse the relationships between big, medium and small groups and characterize the direction of funds between the group parent companies and the other banks of the group.

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File URL: http://www.bancaditalia.it/pubblicazioni/qef/2011-0095/QEF_95.pdf
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Paper provided by Bank of Italy, Economic Research and International Relations Area in its series Questioni di Economia e Finanza (Occasional Papers) with number 95.

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Date of creation: Jul 2011
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Handle: RePEc:bdi:opques:qef_95_11
Contact details of provider: Postal: Via Nazionale, 91 - 00184 Roma
Web page: http://www.bancaditalia.it
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  1. Paolo Angelini & Andrea Nobili & Cristina Picillo, 2011. "The Interbank Market after August 2007: What Has Changed, and Why?," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 43(5), pages 923-958, 08.
  2. Paolo Emilio Mistrulli, 2007. "Assessing financial contagion in the interbank market: Maximum entropy versus observed interbank lending patterns," Temi di discussione (Economic working papers) 641, Bank of Italy, Economic Research and International Relations Area.
  3. Massimiliano Affinito, 2011. "Do interbank customer relationships exist? And how did they function in the crisis? Learning from Italy," Temi di discussione (Economic working papers) 826, Bank of Italy, Economic Research and International Relations Area.
  4. Michele Manna & Carmela Iazzetta, 2009. "The topology of the interbank market: developments in Italy since 1990," Temi di discussione (Economic working papers) 711, Bank of Italy, Economic Research and International Relations Area.
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