Contractual gap: Difference between revisions
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imported>Doug Williamson (Create the page. Sources: linked pages.) |
imported>Doug Williamson (Classify page.) |
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''Banking''. | |||
A mismatch in the timing at which interest rate assets and liabilities will reprice under their contractual terms, ignoring any effects of customers' behaviour. | A mismatch in the timing at which interest rate assets and liabilities will reprice under their contractual terms, ignoring any effects of customers' behaviour. | ||
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* [[Interest gap]] | * [[Interest gap]] | ||
* [[Liquidity gap]] | * [[Liquidity gap]] | ||
[[Category:Identify_and_assess_risks]] | |||
[[Category:Manage_risks]] | |||
[[Category:Risk_frameworks]] | |||
[[Category:Risk_reporting]] | |||
Latest revision as of 20:34, 27 June 2022
Banking.
A mismatch in the timing at which interest rate assets and liabilities will reprice under their contractual terms, ignoring any effects of customers' behaviour.
