Maturity mismatch

From ACT Wiki
Revision as of 07:24, 29 June 2022 by imported>Doug Williamson (Classify page.)
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)
Jump to navigationJump to search

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.


See also

Retrieved from ‘https://wiki.treasurers.org/w/index.php?title=Maturity_mismatch&oldid=32255’