Banks' Maturity Transformation : Risk, Reward, and Policy /
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 li...
Autor principal: | |
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Format: | Revista |
Idioma: | English |
Publicat: |
Washington, D.C. :
International Monetary Fund,
2018.
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Col·lecció: | IMF Working Papers; Working Paper ;
No. 2018/045 |
Accés en línia: | Full text available on IMF |