Gap report: Difference between revisions
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A liquidity gap report, identifying the timing at which assets and liabilities mature, and any mismatches. | 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''. | Also known as a ''mismatch report'' or ''maturity ladder''. | ||
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== See also == | == See also == | ||
* [[Assets]] | * [[Assets]] | ||
* [[Exposure]] | |||
* [[Interest gap]] | * [[Interest gap]] | ||
* [[Interest rate risk]] | * [[Interest rate risk]] | ||
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* [[Liquidity gap]] | * [[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.
