Maturity mismatch: Difference between revisions

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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.


See also