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...

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Détails bibliographiques
Auteur principal: Bologna, Pierluigi
Format: Revue
Langue:English
Publié: Washington, D.C. : International Monetary Fund, 2018.
Collection:IMF Working Papers; Working Paper ; No. 2018/045
Accès en ligne:Full text available on IMF