Profitti, rischi e capital ratios: come sviluppare una vigilanza prudenziale neutrale al risk-appetite delle banche

Lorenzo Esposito, Giuseppe Mastromatteo

Risultato della ricerca: Contributo in rivistaArticolo in rivistapeer review

Abstract

The 2008 financial crisis led to a rethinking of many aspects of prudential supervision. In particular, it emerged that the weighting of the assets was not able to grasp the effectiveness of their risk, which was measured indirectly, for example through their rating. This has favored the vicious circle between the growth of credit volumes and the growth of their riskiness. We propose an alternative weighting method (“profit-weighted assets”) using the actual profit of a given asset, also identifying a condition of neutrality of risk weighting, able to avoid distorted regulatory incentives to banks. We also discuss how to develop concretely the tool and its possible refinements.
Titolo tradotto del contributo[Autom. eng. transl.] Profits, risks and capital ratios: how to develop prudential supervision neutral to the risk-appetite of banks
Lingua originaleItalian
pagine (da-a)141-154
Numero di pagine14
RivistaMONETA E CREDITO
Volume73
DOI
Stato di pubblicazionePubblicato - 2020

Keywords

  • banking profitability
  • crisi
  • profittabilità bancaria
  • prudential supervision
  • vigilanza prudenziale

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