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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...

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...