Gap report: Difference between revisions
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1. | |||
An interest gap report. | |||
A report identifying the timing at which interest rate assets and liabilities are repriced, and any mismatches. | |||
Also known as | |||
2. | |||
A liquidity gap report, identifying the timing at which assets and liabilities mature, and any mismatches. | |||
Also known as a ''mismatch report'' or ''maturity ladder''. | |||
== See also == | == See also == | ||
* [[Assets]] | * [[Assets]] | ||
* [[Exposure]] | |||
* [[Interest gap]] | * [[Interest gap]] | ||
* [[Interest rate risk]] | * [[Interest rate risk]] | ||
* [[Liabilities]] | * [[Liabilities]] | ||
* [[Liquidity]] | |||
* [[Liquidity gap]] | |||
* [[Maturity ladder]] | * [[Maturity ladder]] | ||
* [[ | * [[Time bins]] | ||
[[Category:Identify_and_assess_risks]] | |||
Latest revision as of 15:15, 1 July 2022
1.
An interest gap report.
A report identifying the timing at which interest rate assets and liabilities are repriced, and any mismatches.
2.
A liquidity gap report, identifying the timing at which assets and liabilities mature, and any mismatches.
Also known as a mismatch report or maturity ladder.
