Journal Article
Interest Rate Risk and Rising Maturities
Abstract: 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.
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https://doi.org/10.26509/frbc-ec-201422
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Bibliographic Information
Provider: Federal Reserve Bank of Cleveland
Part of Series: Economic Commentary
Publication Date: 2014
Issue: Oct
Order Number: 22