Maturity mismatch: Difference between revisions

From ACT Wiki
Jump to navigationJump to search
imported>Doug Williamson
(Added link)
imported>Doug Williamson
(Classify page.)
 
Line 15: Line 15:
* [[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