Gap report: Difference between revisions
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* [[Maturity ladder]] | * [[Maturity ladder]] | ||
* [[Time bins]] | * [[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.