Bank Regulation and Interest Rate Risk: A Managerial Perspective (La Regolamentazione Del Rischio di Tasso di Interesse Nelle Banche: Una Prospettiva Economico-Aziendale)
Banche e Banchieri, No. 6, pp. 500-517, 2005
Posted: 13 Jan 2012 Last revised: 6 Jun 2012
Date Written: November 1, 2005
The paper aims to investigate some significant critical issues of the national and international regulation of bank interest rate risk. Particularly, the paper examines the link between internal models and standardized models used by banks to provide financial information to banking authorities and stakeholders.
Keywords: Bank regulation, interest rate risk, banking supervision, asset and liability management, risk management
JEL Classification: G01, G20, G21, G28, G30, G32, K20, M02, M10, M15
Suggested Citation: Suggested Citation