, the analysis focuses on the perceived risk of a break up of the euro area. …

year horizon. Long-term return expectations for ten-year government bonds will have to incorporate bond risk premia that …

Changes in interest rates constitute a major source of risk for banks� business activity and can diversely affect … risk during the crisis, relying on the standardized duration gap approach proposed by the Basel Committee. We provide … evidence that banks managed their overall interest rate risk exposure by means of on-balance-sheet restructuring complemented …