Matched maturities

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Matched maturities

The coordination by a financial_institution of the maturities of its assets (loans) and liabilities (deposits) in order to enable it to meet itsobligations at the required times.

Matched Maturities

A situation in which a bank or other financial institution has arranged it such that loans it has made and debts it has incurred mature at the same time. When a bank matches maturities, it ensures that it can pay its obligations with the proceeds from its assets, as long as no one defaults.
References in periodicals archive ?
We also consider an efficient market specification whereby all information available to the bidder prior to the auction is embodied in the interest rate on the matched maturity instrument prevailing in the market the day before the auction
For bonds, the information contained in the previous auction of the matched maturity instrument does not add to the information set of the bidders.
Initially tpSWAPDEAL, which forms part of Tullett Prebon's rapidly expanding electronic broking services, will support trading in Euro denominated IRS, gap and butterfly strategies, matched maturity futures spreads, and tenor basis swaps.
Moreover, the authors find evidence that since their introduction, TIPS have outperformed matched maturity conventional Treasury securities in terms of after-tax returns.
A prudent investment strategy has been adopted; the company employs a liability matched investment strategy and invests mainly in assets with similar or matched maturity.
CP with sufficient yield and a matched maturity to that of the FRNs, and 'rolling' it in a similar fashion thereafter.
The short-term and matched maturity of the loans and
For a given matched maturity, a widening of the spread indicates that investors suspect the Hong Kong dollar might be devalued by that date, and therefore they demand a higher interest rate in order to invest in Hong Kong dollars rather than in U.