Maturity mismatch: Difference between revisions
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imported>Doug Williamson (Expand.) |
imported>Doug Williamson (Added link) |
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* [[Maturity]] | * [[Maturity]] | ||
* [[Maturity transformation]] | * [[Maturity transformation]] | ||
* [[Mismatch report]] | |||
* [[Riding the yield curve]] | * [[Riding the yield curve]] | ||
* [[Run]] | * [[Run]] | ||
Revision as of 11:01, 18 August 2016
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.
