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Gardener, Edward P. M. (ed.) - 1987

Persistent link: https://www.econbiz.de/10000759804

Risikogerechte Bepreisung von Bankgeschäften versus Verbraucherschutz - Festlegung von Zinslimits als Eingriff in die Risikopolitik von Kreditinstituten

Rossaro, Fabiana - In: Risikomanagement aus Bankenperspektive : Grundlagen, …, (pp. 111-139). 2006

Persistent link: https://www.econbiz.de/10003372386

Does prudential regulation contribute to effective measurement and management of interest rate risk? : evidence from Italian banks

Cerrone, Rosaria; Cocozza, Rosa; Curcio, Domenico; … - In: Journal of financial stability 30 (2017), pp. 126-138

Persistent link: https://www.econbiz.de/10011825600

The new supervisory outlier test (SOT) on net interest income (NII) : empirical evidence from a sample of Italian banks

Curcio, Domenico; Gianfrancesco, Igor; Pansini, Annalisa; … - In: Risk management magazine 17 (2022) 3, pp. 42-52

This paper contributes to prior literature and to the current debate concerning the prudential supervisory framework to measure interest rate risk in the banking book (IRRBB), which has been significantly changed on April 2016, when the Basel Committee on Banking Supervision (BCBS) published the...

Persistent link: https://www.econbiz.de/10013501333