Changes in interest rates constitute a major source of risk for banks' business activity and can diversely affect their financial conditions and performance. We use a unique dataset to analyse Italian banks' exposure to interest rate risk during the crisis, relying on the standardized duration...

Changes in interest rates constitute a major source of risk for banks� business activity and can diversely affect their financial conditions and performance. We use a unique dataset to analyse Italian banks� exposure to interest rate risk during the crisis, relying on the standardized...