Interest Rate Risk and Rising Maturities
Banks have been steadily increasing their exposure to interest rate risk since the end of the financial crisis, though large and small banks are doing so in different ways. This Commentary examines the maturity structure of assets and liabilities to identify the underlying factors responsible for the rise in interest rate risk and the differences between large and small banks.
Year of publication: |
2014
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Authors: | Elamin, Mahmoud ; Bednar, William |
Published in: |
Economic Commentary. - Federal Reserve Bank of Cleveland. - 2014, Oct, 22
|
Publisher: |
Federal Reserve Bank of Cleveland |
Saved in:
freely available
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