How can quantitative risk analysis techniques be used in a mature organization?

We quantify the gains from regulating banks' maturity transformation in an infinite horizon model of banks which finance long-term assets with non-tradable debt ... Our results have interesting implications for the effects of monetary policy on bank maturity transformation and credit availability. JEL Codes: E44, E51 ... ... maturity transformation. Develop an understanding of regulatory themes (such as risk management, capital adequacy, recovery and resolution, deposit ... uting to liquidity and maturity transformation. While margin lending therefore includes transactions subject to margin agreements between financial ... Maturity transformation allows the representative bank to increase its value by a net amount equivalent to 78.5 % of the unlevered value of its assets, μ / ρ H ... The Digital Transformation Management Maturity Model covers the key building blocks of future tax administration. This model is one of the first outputs ... Feb 17, 2025 ... A fundamental economic function of the banking system is maturity transformation. This occurs when banks use short-term deposits (which can ... Sep 11, 2015 ... Even in a context of limited maturity transformation, financial stability meant regulating access to liquidity. The Bank of England in the ... The nine dimensions of the digital maturity model (DMM) provide a more profound understanding of the relevant levers for managing digital transformation. The ... Dec 9, 2020 ... Banks, Maturity Transformation, and Monetary Policy. Organizers. Christophe Blot (SciencesPo - OFCE & EconomiX). Paul Hubert (SciencesPo - OFCE).