Cinzia Baldan

University of Padova, Department of Economic and Managerial Sciences

Assistant Professor

via Del Santo 33

Padova, 35123

Italy

Università degli studi di Modena e Reggio Emilia (UNIMORE) - Center for Research in Banking and Finance (CEFIN)

via Berengario 51

Modena, modena I-41100

Italy

SCHOLARLY PAPERS

5

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Scholarly Papers (5)

Liquidity Risk and Interest Rate Risk on Banks: Are They Related?

The IUP Journal of Financial Risk Management, Forthcoming
Number of pages: 37 Posted: 28 Sep 2012 Last Revised: 21 Oct 2012
Cinzia Baldan and Francesco Zen
University of Padova, Department of Economic and Managerial Sciences and University of Padua - Department of Economics and Management
Downloads 562 (47,181)
Citation 2

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Asset and Liability Management, Basel III Framework, Integration of Liquidity Risk and Interest Rate Risk, Risk Management

Liquidity Risk and Interest Rate Risk on Banks: Are they Related?

The IUP Journal of Financial Risk Management, Vol. IX, No. 4, pp. 27-51, December 2012
Posted: 12 Dec 2012
Cinzia Baldan, Francesco Zen and Tobia Rebonato
University of Padova, Department of Economic and Managerial Sciences, University of Padua - Department of Economics and Management and Department of Economic and Managerial Sciences

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2.

Managing Banking Risk with the Risk Appetite Framework: A Quantitative Model for the Italian Banking System

Number of pages: 34 Posted: 01 Nov 2014 Last Revised: 08 Nov 2014
Cinzia Baldan, Enrico Geretto and Francesco Zen
University of Padova, Department of Economic and Managerial Sciences, Università degli Studi di Udine and University of Padua - Department of Economics and Management
Downloads 172 (174,032)

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Banks; Risk Appetite Framework; Risk Management

3.

Disclosure of the Interest Rate Risk in the Banking Book of Listed Banks

Number of pages: 132 Posted: 28 Sep 2012 Last Revised: 01 Oct 2012
Cinzia Baldan and Francesco Zen
University of Padova, Department of Economic and Managerial Sciences and University of Padua - Department of Economics and Management
Downloads 107 (253,137)

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banking foundations, savings banks, economy, equity, shareholder

4.

Embedded Options in Mortgages: Implementation of the 'Black, Derman and Toy' Model in the Italian Banking Industry

Journal of Money, Investment and Banking, Issue 10 (2009) ISSN 1450-288X
Number of pages: 23 Posted: 27 Sep 2012 Last Revised: 02 Oct 2012
Cinzia Baldan and Francesco Zen
University of Padova, Department of Economic and Managerial Sciences and University of Padua - Department of Economics and Management
Downloads 32 (458,224)

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Asset & Liability Management, Banks, Fixed-rate Mortgages, Interest Rate Risk, Prepayment Option

5.

The Strategic Paths and Performances of Italian Mutual Banks: A Nonparametric Analysis

Int. J. of Banking, Accounting and Finance, 2008 Vol.1, No.2, pp.189-214
Posted: 28 Sep 2012 Last Revised: 01 Oct 2012
Cinzia Baldan and Francesco Zen
University of Padova, Department of Economic and Managerial Sciences and University of Padua - Department of Economics and Management

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banking, cluster analysis, Data Envelopment Analysis (DEA), efficiency, Luenberger Indicator, Mutual Banks (MBs), productivity