Generating interest rate scenarios for bank asset liability management

Over the last years the Second European Directive on Banking and Financial services demand that financial institutions develop asset liability management tools to identify and measure the various financial risks they encounter. The present paper develops a goal programming ALM model with a simulation analysis, to assist a commercial bank in managing its exposure to interest rate risk taking into account a duration gap framework. An application of the ALM model takes place on a large commercial bank of Greece.     

Determination of penconazole on personal protection equipment after field applications

A simple analytical method, validated in-house and intra-laboratory, has been developed for the determination of penconazole on personal protection equipment (PPE) used by operators during field applications of Topas 20EW. The analytical determination of penconazole was performed by GC–ECD. Sample preparation was based on a liquid extraction procedure. The possible effect of different personal protection equipment matrices on the analytical determination of penconazole was studied and evaluated with regression analysis. No evidence of significant (at 95% CI level) effect was observed at several fortification levels. The percentage recovery of penconazole from the different PPE was in the range 59–100% with adequate correlation with the level of fortification (r²>0.99). The RSD% was in the range of 1–15% and the LOD and LOQ for penconazole were 0.84 and 2.5 ng mL^–1, respectively.     

Measuring the effects of M&As on Eurozone bank efficiency: an innovative approach on concentration and credibility impacts

Annals of Operations Research - The present paper examines the Mergers and Acquisitions’ (M&As’) effects on the European banking efficiency levels based on a sample of 43 listed...