regional factors, the loans' maturity structure is found to drive the bank-wide loss rates in the credit portfolio. (ii) The … nationwide loss rate has the most impact, followed by the maturity structure and the industry composition. (iii) For nationwide … banks, this percentage is less than eight percent. -- Credit risk ; systematic risk ; maturity ; stress tests …

and returns from maturity transformation. Banks price interest risk according to their individual exposure separately in … loan and deposit rates, but reduce these charges when they expect returns from maturity transformation. Second, using a … for earnings from bank-individual maturity transformation strategies, we find all banks to charge additional fees for …