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Determinants of bank interest margins : impact of maturity transformation

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Banking on deposits : maturity transformation without interest rate risk

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Banking on deposits : maturity transformation without Interest rate risk

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Banks' net interest margins and interest rate risk: communicating vessels?

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Banks, maturity transformation, and monetary policy

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Banks, maturity transformation, and monetary policy

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How do banks and households manage interest rate risk? : evidence from mortgage applications and banks' responses

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The interest rate brake on Maturity transformation

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Interest rate risk and bank equity valuations

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Interest rates, profitability and risk : evidence from local Italian banks over the years 2006-2018

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interest rate environment determined by European Central Bank (ECB)'s unconventional monetary policy measures, we consider two … sub-periods: 2006-2011 and 2012-2018. Banks' net interest margin increases with the intensity of maturity transformation … derivatives positions. Maturity transformation is associated with an increase in interest rate risk exposure, again with an impact …

Persistent link: https://www.econbiz.de/10015371419