水同學(xué)
2023-12-29 07:37會計Analysis of Financial institutions第40題請老師解答一下
所屬：CFA Level II > Financial Statement Analysis 視頻位置 相關(guān)試題
來源： 視頻位置 相關(guān)試題
1個回答
Goollii助教
2024-01-11 22:22
該回答已被題主采納
同學(xué)您好，
Gallo提到的策略，用儲戶的短期存款（銀行的負債）去貸款給有長期資金需求的客戶（銀行的資產(chǎn)），通過用低利率的負債（短期利率低），去投資高利率的項目，這種被稱為maturity transformation
原版書原文：
Banks may create value through maturity transformation: They can borrow money on shorter terms than the terms for lending to customers. Although this can create value by lending for long terms at a higher rate than their short-term funding costs, it can also destroy value if the markets for short-term funding experience a dislocation or the yield curve unexpectedly inverts. Therefore, a bank’s risk management practices, including its diversification practices, are integral to the maturity transformation process.
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