Behavioural gap: Difference between revisions
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== See also == | == See also == | ||
* [[Contractual gap]] | * [[Contractual gap]] | ||
* [[Dynamic gap]] | |||
* [[Gap report]] | * [[Gap report]] | ||
* [[Interest gap report]] | * [[Interest gap report]] | ||
* [[Interest gap]] | * [[Interest gap]] | ||
* [[Liquidity gap]] | * [[Liquidity gap]] | ||
Revision as of 20:58, 29 October 2016
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.
