Add to ORKGThis paper aims to define the degree of exposure to Interest Rate Risk (IRR) of a group of Italian Banks, as defined by the result of a multiple regression model
We analyse the idiosyncratic and systematic elements influencing Italian firms\u2019 probability of ...
Purpose – Using bank-level data over the 1994–2015 period, the authors aim to investigate the role o...
Purpose This paper aims to analyse the exposure at default (EAD) in the event of multiple banking r...
This paper aims to define the degree of exposure to Interest Rate Risk (IRR) of a group of Italian B...
Analysis of the exposure to IRR and of the sensitivity to changes in official interest rate of the m...
To reflect changes in financial markets conditions, the Basel Committee on Banking Supervision has r...
The regulation of interest rate risk in the banking book has been going through a relevant evolution...
This research contributes to the development of sound risk management practices to estimate the inte...
This paper contributes to prior literature and to the current debate concerning recent revisions of ...
This paper contributes to prior literature and to the current debate concerning recent revisions of ...
This research provides an insight to the main determinants behind the systematic risk of banks. For ...
We analyse the structural aspects of the banking Risk Appetite Framework (RAF), suggesting an operat...
This study dealt with the problem of interest rate risk control. After the exame of the duration ap...
Systemic risk is the risk of a collapse of the entire financial system, typically triggered by the d...
We analyse the idiosyncratic and systematic elements influencing Italian firms\u2019 probability of ...
Purpose – Using bank-level data over the 1994–2015 period, the authors aim to investigate the role o...
Purpose This paper aims to analyse the exposure at default (EAD) in the event of multiple banking r...
This paper aims to define the degree of exposure to Interest Rate Risk (IRR) of a group of Italian B...
Analysis of the exposure to IRR and of the sensitivity to changes in official interest rate of the m...
To reflect changes in financial markets conditions, the Basel Committee on Banking Supervision has r...
The regulation of interest rate risk in the banking book has been going through a relevant evolution...
This research contributes to the development of sound risk management practices to estimate the inte...
This paper contributes to prior literature and to the current debate concerning recent revisions of ...
This paper contributes to prior literature and to the current debate concerning recent revisions of ...
This research provides an insight to the main determinants behind the systematic risk of banks. For ...
We analyse the structural aspects of the banking Risk Appetite Framework (RAF), suggesting an operat...
This study dealt with the problem of interest rate risk control. After the exame of the duration ap...
Systemic risk is the risk of a collapse of the entire financial system, typically triggered by the d...
We analyse the idiosyncratic and systematic elements influencing Italian firms\u2019 probability of ...
Purpose – Using bank-level data over the 1994–2015 period, the authors aim to investigate the role o...
Purpose This paper aims to analyse the exposure at default (EAD) in the event of multiple banking r...