Does prudential regulation contribute to effective measurement and management of interest rate risk? : evidence from Italian banks
Rosaria Cerrone, Rosa Cocozza, Domenico Curcio, Igor Gianfrancesco
| Year of publication: |
June 2017
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|---|---|
| Authors: | Cerrone, Rosaria ; Cocozza, Rosa ; Curcio, Domenico ; Gianfrancesco, Igor |
| Published in: |
Journal of financial stability. - Amsterdam [u.a.] : Elsevier, ISSN 1572-3089, ZDB-ID 2222049-5. - Vol. 30.2017, p. 126-138
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| Subject: | Bank regulation | Interest rate risk | Monte Carlo simulations | Historical simulations | Backtesting | Zinsrisiko | Bankenregulierung | Italien | Italy | Monte-Carlo-Simulation | Monte Carlo simulation | Simulation | Bankrisiko | Bank risk |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jfs.2017.05.004 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011825600