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.

Access Documents

File(s): File format is text/html https://doi.org/10.26509/frbc-ec-201422
Description: Full Text

Authors

Bibliographic Information

Provider: Federal Reserve Bank of Cleveland

Part of Series: Economic Commentary

Publication Date: 2014

Issue: Oct

Order Number: 22