Curcio Domenico
Università di Napoli
Risposta dell’AIFIRM al consultative document “Interest rate risk in the banking book” del Comitato di Basilea sulla vigilanza bancaria
di Domenico Curcio e Igor Gianfrancesco
Posted in: Articolo
Mar
03
2016
Executive summary AIFIRM believes that the a Pillar 2 approach, where banks are allowed, subject to supervisory approval, to use internal measurement systems (IMS) for assessing their ability to cover potential losses from IRRBB, is the best suited option. In fact, the standardization associated with ...more »
Tagged width: banking, Curcio Domenico, Igor Gianfrancesco
