Refinancing Risk
Probability that a bank (1) will not be able to refinance maturing deposits, liabilities, or (2) if they are refinanced, the maturity and interest rate of the financing will adversely affect net interest income.
Probability that a bank (1) will not be able to refinance maturing deposits, liabilities, or (2) if they are refinanced, the maturity and interest rate of the financing will adversely affect net interest income.
