Gap report

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.

See also

• Assets
• Exposure
• Interest gap
• Interest rate risk
• Liabilities
• Liquidity
• Liquidity gap
• Maturity ladder
• Time bins