Add to ORKGThis study dealt with the problem of interest rate risk control. After the exame of the duration approach we investigate the immunisation them
We analyse the structural aspects of the banking Risk Appetite Framework (RAF), suggesting an operat...
This research contributes to the development of sound risk management practices to estimate the inte...
This paper involves an assessment of the interest rate risk present in Financial Institutions and th...
This study dealt with the problem of interest rate risk control. After the exame of the duration ap...
This paper aims to define the degree of exposure to Interest Rate Risk (IRR) of a group of Italian B...
The regulation of interest rate risk in the banking book has been going through a relevant evolution...
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 ...
The present study aims at ascertaining whether a relationship exists between the liquidity risk and ...
Analysis of the exposure to IRR and of the sensitivity to changes in official interest rate of the m...
This article examines interest rate risk in depository intermediaries and in particular its origin, ...
Immanent part of the banking business is interest rate risk, whose presence significantly affects on...
On Control of the Risk of Interest-Rate Changes in Banks Up to now, no uniformly recognized con...
To reflect changes in financial markets conditions, the Basel Committee on Banking Supervision has r...
Approaches to Control of the Risk of Interest Rate Changes The present essay continues the deba...
We analyse the structural aspects of the banking Risk Appetite Framework (RAF), suggesting an operat...
This research contributes to the development of sound risk management practices to estimate the inte...
This paper involves an assessment of the interest rate risk present in Financial Institutions and th...
This study dealt with the problem of interest rate risk control. After the exame of the duration ap...
This paper aims to define the degree of exposure to Interest Rate Risk (IRR) of a group of Italian B...
The regulation of interest rate risk in the banking book has been going through a relevant evolution...
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 ...
The present study aims at ascertaining whether a relationship exists between the liquidity risk and ...
Analysis of the exposure to IRR and of the sensitivity to changes in official interest rate of the m...
This article examines interest rate risk in depository intermediaries and in particular its origin, ...
Immanent part of the banking business is interest rate risk, whose presence significantly affects on...
On Control of the Risk of Interest-Rate Changes in Banks Up to now, no uniformly recognized con...
To reflect changes in financial markets conditions, the Basel Committee on Banking Supervision has r...
Approaches to Control of the Risk of Interest Rate Changes The present essay continues the deba...
We analyse the structural aspects of the banking Risk Appetite Framework (RAF), suggesting an operat...
This research contributes to the development of sound risk management practices to estimate the inte...
This paper involves an assessment of the interest rate risk present in Financial Institutions and th...