The Bank of Italy published five new Occasional Papers (Nos. 905–909) covering commercial real estate loan-to-value and default risk, banks’ carbon pledges, the cost differential between unit-linked policies and mutual funds, the development of renewable energy sources in Italy, and a local logit approach to forecasting corporate default probabilities for scenario analysis.
Bank of Italy 2025-02-03
Bank of Italy releases five new Occasional Papers on credit risk, green transition and investment product costs
The Bank of Italy released five Occasional Papers addressing topics such as commercial real estate loan-to-value and default risk, banks’ carbon pledges, cost differences between unit-linked policies and mutual funds, renewable energy development in Italy, and a local logit approach for forecasting corporate default probabilities.