Maturity mismatch: Difference between revisions
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imported>Doug Williamson (Create the page. Sources: linked pages.) |
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The risk accepted by banks when undertaking maturity transformation. | The structural risk accepted by banks when undertaking maturity transformation. | ||
Banks' liabilities generally have much shorter contractual maturities than their assets. | Banks' liabilities generally have much shorter contractual maturities than their assets. | ||
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* [[Maturity]] | * [[Maturity]] | ||
* [[Maturity transformation]] | * [[Maturity transformation]] | ||
* [[Mismatch report]] | |||
* [[Riding the yield curve]] | * [[Riding the yield curve]] | ||
* [[Run]] | * [[Run]] | ||
[[Category:Identify_and_assess_risks]] | |||
Latest revision as of 07:24, 29 June 2022
The structural risk accepted by banks when undertaking maturity transformation.
Banks' liabilities generally have much shorter contractual maturities than their assets.
This maturity mismatch is a source of liquidity risk.
