Rosaria Cerrone

University of Salerno Department of Management and Innovation Systems

Via Giovanni Paolo II

Fisciano, Salerno 84084

Italy

SCHOLARLY PAPERS

2

DOWNLOADS

57

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (2)

1.

Financial Intermediaries’ Asset–Liability Dependency and Low-Interest-Rate Environment: Evidence from EU Life Insurers

Journal of Financial Management, Markets and Institutions, Vol. 7, No. 1 (2019)
Number of pages: 25 Posted: 22 Feb 2021
Domenico Curcio, Nicola Borri, Rosaria Cerrone and Rosa Cocozza
University of Naples Federico II, LUISS University - Department of Economics and Finance, University of Salerno Department of Management and Innovation Systems and University of Naples Federico II - Faculty of Economics
Downloads 47 (475,976)

Abstract:

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Insurance companies, asset–liability dependency, balance sheet, interest rates, canonical correlation

2.

Does Prudential Regulation Contribute to Effective Measurement and Management of Interest Rate Risk? Evidence From Italian Banks

Journal of Financial Stability, Vol. 30, 2017
Number of pages: 13 Posted: 03 Feb 2021
University of Salerno Department of Management and Innovation Systems, University of Naples Federico II - Faculty of Economics, University of Naples Federico II and Luiss Guido Carli University
Downloads 10 (693,983)

Abstract:

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Bank regulation, Interest rate risk, Monte Carlo simulations, Historical simulations, Backtesting