Do interbank customer relationships exist? And how did they function in the crisis? Learning from Italy

B-Tier
Journal: Journal of Banking & Finance
Year: 2012
Volume: 36
Issue: 12
Pages: 3163-3184

Score contribution per author:

2.011 = (α=2.01 / 1 authors) × 1.0x B-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

Using 11years of monthly Italian bank-by-bank data, this paper correlates the bilateral amounts and the identity of each interbank borrower and lender with a long list of explanatory variables. The results show that interbank customer relationships, i.e. stable and strong relationships between pairs of borrowing and lending banks, do exist in Italy, that they persist over time, and that they functioned well during the crisis, enabling the healthier banks to provide and the troubled ones to receive funds.

Technical Details

RePEc Handle
repec:eee:jbfina:v:36:y:2012:i:12:p:3163-3184
Journal Field
Finance
Author Count
1
Added to Database
2026-01-24