No. 33 - Other systemically important institutions: cluster analyses for Italy

by F. Francetti and M. Galardo
November 2023
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The note presents cluster analysis exercises aimed at identifying the optimal number of clusters for classifying Italian banks into homogeneous groups of national systemic importance (O-SII). Cluster analysis is a descriptive statistics technique widely used to support macroprudential policy, also at an international level: the Basel Committee and the Financial Stability Board have exploited clustering to identify the group of global systemically important institutions and the ECB applied cluster analysis to define a minimum level of buffers for banks identified as O-SII by the national macroprudential authorities of the countries that are part of the SSM (Single Supervisory Mechanism).

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  1. 24 November 2023
    No. 33 - Other systemically important institutions: cluster analyses for Italy
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    (only in Italian)