Behavioural gap: Difference between revisions
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imported>Doug Williamson (Create the page. Sources: linked pages.) |
imported>Doug Williamson (Expand.) |
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*Their contractual terms; and | *Their contractual terms; and | ||
*An assessment of customers' expected behaviour. | *An assessment of customers' expected behaviour. | ||
Behavioural gaps are often smaller than the related contractual gaps. | |||
Revision as of 11:50, 29 October 2016
A mismatch in the timing at which interest rate assets and liabilities are likely to reprice based on both:
- Their contractual terms; and
- An assessment of customers' expected behaviour.
Behavioural gaps are often smaller than the related contractual gaps.
