Search

Content Types

Topics

JEL Codes

Locations

Departments

Authors

Sources

Statuses

Published After

Published Before

9254 Results

Stefano Gnocchi

Stefano Gnocchi
Stefano Gnocchi is the Senior Research Director in the Canadian Economic Analysis (CEA) Department. His research interests include macroeconomics, monetary economics, and monetary and fiscal policy.

Rollover Risk and the Maturity Transformation Function of Banks

Staff Working Paper 2014-8 Teodora Paligorova, João Santos
This paper shows that banks that rely heavily on short-term funding engage less in maturity transformation in an attempt to decrease their exposure to rollover risk. These banks shorten both the maturity of their portfolio of loans as well as the maturity of newly issued loans. We find that the loan yield curve becomes steeper with banks’ increasing use of short-term funding.
Content Type(s): Staff research, Staff working papers Topic(s): Financial stability JEL Code(s): G, G2, G21
March 3, 2014

Household Spending and Debt

Highlights the value of ‘prudent’ borrowing in enhancing welfare, but also the risks of over-indebtedness for households, the economy and financial stability. Discusses trends in household debt, various debt metrics and why monetary policy is concerned with how households use borrowed funds.
Content Type(s): Explainers Topic(s): Financial stability
Go To Page