Rapporto esplicativo

Rapporto esplicativo

concernente la modifica dell’ordinanza sulla liquidità

6 Bibliografia relativa all’analisi d’impatto della regolamentazione

AUSTRALIAN BANKERS’ ASSOCIATION, Discussion Paper: Basel III liquidity – the net stable

funding ratio and the liquid assets requirement for foreign ADIs, 2016

BCBS, An Assessment of the long-term economic impact of stronger capital and liquidity re-

quirements, Banca dei regolamenti internazionali, 2010

DEYOUNG R., JANG K. Do Banks actively manage their liquidity? Journal of Banking and Fi-

nance, 2016, pagg.143-161

EUROPEAN BANKING AUTHORITY, Report On Net Stable Funding Requirements under Article

510 of the CRR, Autorità bancaria europea, 2015

GOBAT J./YANASE M./MALONEY J., The Net Stable Founding Ratio: Impact and Issues for

Consideration, Fondo monetario internazionale, 2014

IIF, Re: Notice Proposed Rulemaking – Net Stable Funding Ratio: Liquidity Risk Measure-

ment Standards and Disclosure Requirements, 2016

JUNGE G./KUGLER P., Quantifying the impact of higher capital requirements on the Swiss

economy, Swiss Journal of Economics and Statistic, 2013, pagg. 313-356

KING M.R., The Basel III net stable funding ratio and bank net interest margins, Journal of

Banking & Finance, 2013, 37(11), pagg. 4144-4156

MACROECONOMIC ASSESSMENT GROUP, Interim report assessing the macroeconomic impact

of the transition to stronger capital and liquidity requirements, Banca dei regolamenti internazionali, 2010

SCALIA A./LONGONI S./ROSOLIN T., The Net Stable Funding Ratio and banks’ participation in

monetary policy operations: some evidence for the euro area, Banca d’Italia, 2013 SCHMITT M./SCHMALZ C., Potential Implications of a NSFR on German banks’ credit supply

and profitability, Deutsche Bundesbank Discussion Paper 37, 2016

THE CLARING HOUSE, The Net Stable Funding Ratio: Neither Necessary nor Harmless, 2016 VASQUEZ F./FEDERICO P., Bank funding structures and risk: Evidence from the global finan-

cial crisis, Journal of Banking and Finance, 2015, pagg. 1-14