We analyze the impact of the financial crisis on the structure and the dynamics of the Italian inter-bank market, focusing on monthly banks' assets and liabilities data between January 2007 and December 2010.
The analysis is developed using an ad hoc dataset based on supervisory reports. The data contain nominative information, which allow us to identify different reporting entities and counterparts. We distinguish between intra-group and extra-group transactions, domestic and foreign counterparties, secured and unsecured positions, and short and long-term loans.
We also analyse the relationships between big, medium and small groups and characterize the direction of funds between the group parent companies and the other banks of the group.
