%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