Asset portfolio maturity changes during the financial crisis: evidence from U.S. banks
This paper determines if the maturity structure of commercial banks’ asset portfolios changed as a result of the financial crisis of the late 2000s and whether any changes in the portfolios may be homogeneous across bank size. A proxy for the maturity of rate-sensitive assets is constructed, and it...
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| Médium: | Článek |
| Jazyk: | English |
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LLC "CPC "Business Perspectives"
2020-04-01
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| Edice: | Banks and Bank Systems |
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| On-line přístup: | https://businessperspectives.org/images/pdf/applications/publishing/templates/article/assets/13419/BBS_2020_02_Secrest.pdf |