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Stress testing e solvibilità per le banche di credito cooperativo in vista di Basilea 3
[Stress testing and solvency for the credit cooperative banks in view of Basel 3]

Author

Listed:
  • Piluso, Fabio
  • De Bonis, Leonardo

Abstract

This paper investigates the adequacy of solvency in the credit cooperative banks (BCC) which operate in the Italian market in view of the application of the new rules of Basel 3. The study analyses the solvency of BCC and immediately applies the rules of Basel 3. Moreover, it activates a stress testing on the sample in order to understand BCC financial strength in the case of a new financial crisis. The research shows that the credit cooperative banks are more solid than the other banks in the Italian market and leads the lawmaker to reflect about the opportunity to fix the same rules both for small and large banks (more oriented to the investment banking model) which operate in Italy.

Suggested Citation

  • Piluso, Fabio & De Bonis, Leonardo, 2011. "Stress testing e solvibilità per le banche di credito cooperativo in vista di Basilea 3
    [Stress testing and solvency for the credit cooperative banks in view of Basel 3]
    ," MPRA Paper 34577, University Library of Munich, Germany.
  • Handle: RePEc:pra:mprapa:34577
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    File URL: https://mpra.ub.uni-muenchen.de/34577/1/MPRA_paper_34577.pdf
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    More about this item

    Keywords

    Basilea 3; Credito Cooperativo; Stress Testing; Solvibilità;

    JEL classification:

    • G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages

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