Behavioural gap and Coefficient of correlation: Difference between pages

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imported>Doug Williamson
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A mismatch in the timing at which interest rate assets and liabilities are likely to reprice based on both:
Same as Correlation coefficient.


*Their contractual terms; and
*An assessment of customers' expected behaviour. 
Behavioural gaps are often smaller than the related contractual gaps.


== See also ==
* [[Correlation coefficient]]


== See also ==
[[Category:The_business_context]]
* [[Contractual gap]]
* [[Gap report]]
* [[Interest gap report]]
* [[Interest gap]]
* [[Liquidity gap]]

Latest revision as of 19:13, 27 June 2022

Same as Correlation coefficient.


See also