Series: IMF Working Papers
Author(s): Pierluigi Bologna
Publisher: INTERNATIONAL MONETARY FUND
Publication Date: 09 March 2018
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...