Market maker and Maturity mismatch: Difference between pages
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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 == | == See also == | ||
* [[ | * [[Bank]] | ||
* [[ | * [[Liquidity]] | ||
* [[ | * [[Liquidity risk]] | ||
* [[ | * [[Maturity]] | ||
* [[ | * [[Maturity transformation]] | ||
* [[ | * [[Mismatch report]] | ||
* [[Riding the yield curve]] | |||
* [[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.
