Bond common exposures drive risk across Italian financial sectors
A comprehensive Banca d'Italia study mapping Italian financial interconnections between 2019 and 2025 reveals that shared bond holdings create critical indirect contagion channels.
Researchers from the European Central Bank have developed an AI-based indicator called SPOT to systematically extract and quantify potential financial stability trigger events from news texts.
An ECB working paper by Dimitris Christopoulos, Peter McAdam, and Elias Tzavalis introduces a copula-based control function for threshold vector autoregressions with endogenous state variables.
A new Bank of Italy study demonstrates that a well-designed central bank digital currency can enhance household welfare and preserve monetary sovereignty without paying interest.
A Banca d'Italia Occasional Paper examines why euro-area consumption remained weak and saving rates elevated through 2025 despite recovering income.
A comprehensive Banca d'Italia study mapping Italian financial interconnections between 2019 and 2025 reveals that shared bond holdings create critical indirect contagion channels.
A Banca d'Italia study assesses how artificial intelligence alters monetary policy transmission, liquidity demand, and financial stability risks.
A Banca d'Italia paper analyzes euro area household saving rates using Consumer Expectations Survey data from 2020 to 2026.
A Banca d'Italia occasional paper analyzes the Italian financial system from 2019 to 2025 using a multilayer network framework.
A Bank of Italy occasional paper examines mergers and acquisitions across Italy and Europe from 2014 to 2024.
A Banca d'Italia study shows that the transmission of macroeconomic shocks in Italy depends heavily on whether spending is discretionary and whether it involves goods or services.
A new Banca d'Italia Occasional Paper surveys methodologies and empirical evidence on system-wide stress testing.