moves in sync with the shape of the term structure. At bank level, however, the time variation of the exposure is largely …

for earnings from bank-individual maturity transformation strategies, we find all banks to charge additional fees for …This paper explores the extent to which interest risk exposure is priced in bank margins. Our contribution to the … and returns from maturity transformation. Banks price interest risk according to their individual exposure separately in …

This paper explores the extent to which interest risk exposure is priced in bank margins. Our contribution to the … maturity transformation. Banks price interest risk according to their individual exposure separately in loan and deposit …

for earnings from bank-individual maturity transformation strategies, we find all banks to charge additional fees for …This paper explores the extent to which interest risk exposure is priced in bank margins. Our contribution to the … and returns from maturity transformation. Banks price interest risk according to their individual exposure separately in …

moves in sync with the shape of the term structure. At bank level, however, the time variation of the exposure is largely …

moves in sync with the shape of the term structure. At bank level, however, the time variation of the exposure is largely …