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Banks' Maturity Transformation: Risk, Reward, and Policy

Banks' Maturity Transformation: Risk, Reward, and Policy »

Source: Banks' Maturity Transformation: Risk, Reward, and Policy

Volume/Issue: 2018/45

Series: IMF Working Papers

Author(s): Pierluigi Bologna

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 09 March 2018

ISBN: 9781484345184

Keywords: Banks, Banks, Credit risk, Financial stability, Interest rates, Profits, Macroprudential Policy, profitability, maturity transformation, macroprudential

The aim of this paper is twofold: first, to study the determinants of banks' net interest margin with a particular focus on the role of maturity transformation, using a new measure of maturity mismatch; second, to...

The Nonbank-Bank Nexus and the Shadow Banking System1

The Nonbank-Bank Nexus and the Shadow Banking System1 »

Source: The Nonbank-Bank Nexus and the Shadow Banking System

Volume/Issue: 2011/289

Series: IMF Working Papers

Author(s): Manmohan Singh , and Zoltan Pozsar

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 December 2011

ISBN: 9781463927233

Keywords: shadow banking system, rehypothecation, collateral, maturity transformation, banking, banking system, banking sector, holding company, Financial Institutions and Services: Government Policy and Regulation, International Monetary Arrangements and Institutions

The present way of thinking about financial intermediation does not fully incorporate the rise of asset managers as a major source of funding for banks through the shadow banking system. Asset managers are dominant...

Banks' Maturity Transformation: Risk, Reward, and Policy

Banks' Maturity Transformation: Risk, Reward, and Policy »

Volume/Issue: 2018/45

Series: IMF Working Papers

Author(s): Pierluigi Bologna

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 09 March 2018

DOI: http://dx.doi.org/10.5089/9781484345184.001

ISBN: 9781484345184

Keywords: Banks, Banks, Credit risk, Financial stability, Interest rates, Profits, Macroprudential Policy, profitability, maturity transformation, macroprudential

The aim of this paper is twofold: first, to study the determinants of banks' net interest margin with a particular focus on the role of maturity transformation, using a new measure of maturity mismatch; second, to...

The Nonbank-Bank Nexus and the Shadow Banking System

The Nonbank-Bank Nexus and the Shadow Banking System »

Volume/Issue: 2011/289

Series: IMF Working Papers

Author(s): Manmohan Singh , and Zoltan Pozsar

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 December 2011

DOI: http://dx.doi.org/10.5089/9781463927233.001

ISBN: 9781463927233

Keywords: shadow banking system, rehypothecation, collateral, maturity transformation, banking, banking system, banking sector, holding company, Financial Institutions and Services: Government Policy and Regulation, International Monetary Arrangements and Institutions

The present way of thinking about financial intermediation does not fully incorporate the rise of asset managers as a major source of funding for banks through the shadow banking system. Asset managers are dominant...