Add to ORKGThis paper points out the limits of the current regulatory approaches, warning that the different results deriving from the adoption of the different regulatory methodologies for the same bank can give rise to arbitrage opportunities
The financial crisis of 2007-2008 has unveiled the hidden flaws in the regulatory framework of the f...
In general, banks ’ financial situation is sensitive to fluctuations in market interest rates. On th...
A new proposal by the Basel Committee on Banking Supervision for setting the amount of capital banks...
This paper points out the limits of the current regulatory approaches, warning that the different re...
The essay provides a basic framework for the measurement of interest rate risk, that is consistent w...
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 ...
Market risk in banking activity is becoming a more severe issue day by day for several reasons. Anal...
To reflect changes in financial markets conditions, the Basel Committee on Banking Supervision has r...
This paper contributes to prior literature and to the current debate concerning recent revisions of ...
Immanent part of the banking business is interest rate risk, whose presence significantly affects on...
The Basel Committee on Banking Supervision published the standard on interest rate risk in the banki...
The regulation of interest rate risk in the banking book has been going through a relevant evolution...
This paper analyzes how the current low-interest-rate environment affects the interest rate risk of ...
The paper provides a theoretical analysis of the interest rate risk in banking through a systemic ap...
The financial crisis of 2007-2008 has unveiled the hidden flaws in the regulatory framework of the f...
In general, banks ’ financial situation is sensitive to fluctuations in market interest rates. On th...
A new proposal by the Basel Committee on Banking Supervision for setting the amount of capital banks...
This paper points out the limits of the current regulatory approaches, warning that the different re...
The essay provides a basic framework for the measurement of interest rate risk, that is consistent w...
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 ...
Market risk in banking activity is becoming a more severe issue day by day for several reasons. Anal...
To reflect changes in financial markets conditions, the Basel Committee on Banking Supervision has r...
This paper contributes to prior literature and to the current debate concerning recent revisions of ...
Immanent part of the banking business is interest rate risk, whose presence significantly affects on...
The Basel Committee on Banking Supervision published the standard on interest rate risk in the banki...
The regulation of interest rate risk in the banking book has been going through a relevant evolution...
This paper analyzes how the current low-interest-rate environment affects the interest rate risk of ...
The paper provides a theoretical analysis of the interest rate risk in banking through a systemic ap...
The financial crisis of 2007-2008 has unveiled the hidden flaws in the regulatory framework of the f...
In general, banks ’ financial situation is sensitive to fluctuations in market interest rates. On th...
A new proposal by the Basel Committee on Banking Supervision for setting the amount of capital banks...