%0 Journal Article
%T Interest Rate Risk in Banking: a Theoretical and Empirical Investigation through a Systemic Approach (Asset & Liability Management).
%A Enzo Scannella
%A Dario Bennardo
%J Business Systems Review
%D 2013
%I Business Systems Laboratory
%R 10.7350/bsr.b07.2013
%X The paper provides a theoretical analysis of the interest rate risk in banking through a systemic approach that is known in literature as ˇ°asset & liability managementˇ± approach. The paper provides also an empirical investigation on the exposure of banks to interest rate risk, using three different scenarios: parallel shift, slope shift, and bump shift of interest rate curves.
%K Interest Rate Risk
%K Asset & Liability Management
%K Banking
%K Risk Management.
%U http://dx.medra.org/10.7350/BSR.B07.2013