Banks Maturity Transformation Risk Reward and Policy is popular PDF and ePub book, written by Pierluigi Bologna in 2018-03-09, it is a fantastic choice for those who relish reading online the Business & Economics genre. Let's immerse ourselves in this engaging Business & Economics book by exploring the summary and details provided below. Remember, Banks Maturity Transformation Risk Reward and Policy can be Read Online from any device for your convenience.
Banks Maturity Transformation Risk Reward and Policy Book PDF Summary
The aim of this paper is twofold: first, to study the determinants of banks’ net interest margin with a particular focus on the role of maturity transformation, using a new measure of maturity mismatch; second, to analyse the implications for banks from the relaxation of a binding prudential limit on maturity mismatch, in place in Italy until mid-2000s. The results show that maturity transformation is a relevant driver of the net interest margin, as higher maturity transformation is typically associated with higher net interest margin. However, ‘excessive’ maturity transformation— even without leading to systemic vulnerabilities— increases banks’ interest rate risk exposure and lowers their net interest margin.
Detail Book of Banks Maturity Transformation Risk Reward and Policy PDF
- Author : Pierluigi Bologna
- Release : 09 March 2018
- Publisher : International Monetary Fund
- ISBN : 9781484345184
- Genre : Business & Economics
- Total Page : 32 pages
- Language : English
- PDF File Size : 15,8 Mb
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