The paper analyses the different approaches to measure the impact of funding and market liquidity risk in the economics and management of banks. The paper provides also an analysis of the organisational implications of the asset and liability management perspective of liquidity risk. Liquidity...

This paper aims to point out the role of credit risk transfer market in the financial system. The advent of a credit risk market has profoundly altered the role of banking firms into one of asset originator and asset distributor rather than the asset holder. The traditional economics of banking...

This paper aims to investigate the impacts of technological innovations in banking firms. In particular, it aims to explore some strategic and operating issues concerning the production and distribution processes of banking instruments and services. The first section of this paper describes the...

This paper analyzes the vertical disintegration of the bank loan origination value chain. This paper argues that in order to capture the drivers underlying the dynamic evolution of the vertical scope of bank loan origination business models, the above perspectives must be combined and further...

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...

Interest rate risk is the exposure of a bank's financial condition to adverse movements in interest rates. Changes in interest rates affect a bank's earnings by changing its net interest income and also affect the underlying value of the bank's assets, liabilities and off-balance sheet...

The paper aims to investigate the role of capital adequacy in the economics of banking firms. The first section reviews the literature. The second section evaluates the different drivers of the bank capital regulation

This paper aims to investigate the role of capital for banking institutions and provide an empirical analysis on large Italian banks' capital adequacy. The paper is organized as follows. The first section introduces to the issue of the paper. The second section explains why the capital is...

The advent of a credit risk market has profoundly altered the role of banking firms into one of asset originator and asset distributor rather than the asset holder. Banks have traditionally originated and held credit risk. It emphasis the different role of financial institutions from holders of...