identify defined names in VBA code

Function ExactRangeName(Rng As Range) As String
On Error Resume Next
ExactRangeName = Rng.Name.Name
End Function

http://www.cpearson.com/excel/named.htm

example using target

Private Sub Worksheet_SelectionChange(ByVal Target As Range)
If ExactRangeName(Target) <> "" Then
MsgBox ExactRangeName(Target)
End If
End Sub

condensed without using a seperate function

Private Sub Worksheet_Change(ByVal Target As Range)
On Error GoTo ErrorHandler
If Target.Name.Name = "InterestRate" Then
MsgBox "You changed the interest rate"
End If
ErrorHandler:
End Sub