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

See all articles by Enzo Scannella

Enzo Scannella

University of Palermo - d/SEAS

Date Written: November 1, 2005

Abstract

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

Scannella, Enzo, Bank Regulation and Interest Rate Risk: A Managerial Perspective (La Regolamentazione Del Rischio di Tasso di Interesse Nelle Banche: Una Prospettiva Economico-Aziendale) (November 1, 2005). Banche e Banchieri, No. 6, pp. 500-517, 2005. Available at SSRN: https://ssrn.com/abstract=1983968

Enzo Scannella (Contact Author)

University of Palermo - d/SEAS ( email )

Viale delle Scienze, edificio 13
Palermo, 90124
Italy
+3909123895305 (Phone)
+39091489346 (Fax)

HOME PAGE: http://www.enzoscannella.com

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