Gap report: Difference between revisions
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imported>Doug Williamson (Expand. Source: linked pages.) |
imported>Doug Williamson (Update.) |
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An interest gap report. | |||
A report identifying the timing at which interest | A report identifying the timing at which interest rate assets and liabilities are repriced, and any mismatches. | ||
2. | 2. | ||
A liquidity gap report, identifying the timing at which assets and liabilities mature, and any mismatches. | |||
A report identifying the timing at which assets and liabilities mature, and any mismatches. | |||
Also known as a | Also known as a ''mismatch report'' or ''maturity ladder''. | ||
Revision as of 08:54, 12 August 2016
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.
