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Banking risk 55: IRRBB: Interest rate risk in the banking book

• Authors : Vesna Matic

Subjects: standardized framework; economic value of equity; HG1-9999

• Source: Bankarstvo, Vol 46, Iss 3, Pp 142-145 (2017)

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An economic capital model integrating credit and interest rate risk in the banking book

• Authors : Drehmann, Mathias; Alessandri, Piergiorgio

Subjects: Economic capital; ddc:330; asset and liability management, credit risk, Economic capital, Interest Rate Risk, risk management

• Source: Journal of Banking & Finance. 34:730-742

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Risposta di AIFIRM al consultative document 'Interest rate risk in the banking book' del Comitato di Basilea sulla vigilanza bancaria

• Authors : CURCIO, DOMENICO; Gianfrancesco, Igor

Subjects: Interest rate risk, Banking Book, Prudential supervision; Banking Book; Prudential supervision

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The new supervisory outlier test (SOT) on net interest income (NII): empirical evidence from a sample of Italian banks

• Authors : Domenico Curcio; Igor Gianfrancesco; Annalisa Pansini

Subjects: net interest income; HD61; interest rate risk in the banking book

• Source: Risk Management Magazine, Vol 17, Iss 3, Pp 42-52 (2022)

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NII FORECASTING MODEL FOR LOCAL BALTIC BANKS IRRBB MANAGEMENT

• Authors : Žigienė, Gerda; Valukonis, Mantas

Subjects: banking supervision; unconditional cash flow; net interest income

• Source: International Scientific Conference „Business and Management“.

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Contemporary Challenges in the Asset Liability Management

• Authors : Lubinska, Beata

Subjects: model optymalizacji; objective function; ryzyko płynności

• Source: Springer Proceedings in Business and Economics ISBN: 9783319762272

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What drives the short‐term fluctuations of banks' exposure to interest rate risk?

• Authors : Memmel, Christoph

Subjects: ddc:330; fixed‐interest period of housing loans; interest rate risk in the banking book

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What Drives the Short-Term Fluctuations of Banks' Exposure to Interest Rate Risk?

• Authors : Christoph Memmel

Subjects: fixed‐interest period of housing loans; regulation of interest rate risk; ddc:330

• Source: SSRN Electronic Journal.

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INTEREST RATE RISK IN THE BANKING BOOK*

• Authors : Sara Noorali; Carlos Santos; The Pennsylvania State University CiteSeerX Archives

• Source: http://www.bportugal.pt/en-us/bdp publications research/ar200503_e.pdf.

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Impacto en el ingreso neto de intereses ante diferentes estructuras de balance.

• Authors : Andrés Palacio-Otálora, Diego

• Source: ODEON - Observatorio de Economía y Operaciones Numéricas. ene-Jun2020, Issue 18, p7-58. 52p.

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