The new supervisory outlier test (SOT) on net interest income (NII) : empirical evidence from a sample of Italian banks
Year of publication: |
2022
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Authors: | Curcio, Domenico ; Gianfrancesco, Igor ; Pansini, Annalisa ; Preger, Alina |
Published in: |
Risk management magazine. - Milano : Associazione Italiana Financial Industry Risk Managers (AIFIRM), ISSN 2724-2153, ZDB-ID 3139381-0. - Vol. 17.2022, 3, p. 42-52
|
Subject: | interest rate risk in the banking book | banking regulation | supervisory outlier test | net interest income | Zins | Interest rate | Italien | Italy | Zinsrisiko | Interest rate risk | Bankenaufsicht | Banking supervision | Schätzung | Estimation | Bankenregulierung | Bank regulation | Zinsspanne | Interest margin | Bank |
Type of publication: | Article |
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Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Classification: | G21 - Banks; Other Depository Institutions; Mortgages ; G28 - Government Policy and Regulation ; G32 - Financing Policy; Capital and Ownership Structure |
Source: | ECONIS - Online Catalogue of the ZBW |
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