Gap report: Difference between revisions
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imported>Doug Williamson (Create the page. Sources: linked pages.) |
imported>Doug Williamson (Expand. Source: linked pages.) |
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1. | |||
''Interest rate risk management.'' | ''Interest rate risk management.'' | ||
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Also known as an ''interest gap report''. | Also known as an ''interest gap report''. | ||
2. | |||
''Liquidity risk management.'' | |||
A report identifying the timing at which assets and liabilities mature, and any mismatches. | |||
Also known as a ''liquidity gap report'', ''mismatch report'' or ''maturity ladder''. | |||
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* [[Interest rate risk]] | * [[Interest rate risk]] | ||
* [[Liabilities]] | * [[Liabilities]] | ||
* [[Liquidity]] | |||
* [[Liquidity gap]] | |||
* [[Maturity ladder]] | * [[Maturity ladder]] | ||
* [[Exposure]] | * [[Exposure]] | ||
Revision as of 08:43, 12 August 2016
1.
Interest rate risk management.
A report identifying the timing at which interest-rate assets and liabilities are repriced, and any mismatches.
Also known as an interest gap report.
2.
Liquidity risk management.
A report identifying the timing at which assets and liabilities mature, and any mismatches.
Also known as a liquidity gap report, mismatch report or maturity ladder.
