Behavioural gap

Banking.

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' and the bank's expected behaviour.

Behavioural gaps are often smaller than the related contractual gaps.

See also

• Contractual gap
• Dynamic gap
• Gap report
• Interest gap report
• Interest gap
• Liquidity gap