Molyneux, Philip; Pancotto, Livia; Reghezza, Alessio; … - 2021
In the current low interest rate environment in the euro area there is potential for a sudden increase in interest … rates and heightened interest rate risk (IRR). By using a sample of 81 euro area banks during the period 2014Q4-2018Q1 and a … the European Central Bank (ECB) reveal greater IRR exposure. These findings advance the debate on the impact on euro area …