Interest Rate Risk and Rising Maturities

William Bednar and Mahmoud Elamin

Economic Commentary, 2014, issue Oct

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.

Date: 2014
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