Gap report

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Revision as of 08:43, 12 August 2016 by imported>Doug Williamson (Expand. Source: linked pages.)
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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.


See also