Gap: Difference between revisions

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A mismatch in the timing at which assets and liabilities are repriced.   
1''Risk management - interest rate risk.''
 
An abbreviation for interest rate gap.
 
 
2.  ''Differences.''
 
Any other systematic difference, especially one that should be eliminated.


A positive gap (assets repricing more quickly than liabilities) means an exposure to falling interest rates and vice versa.


== See also ==
== See also ==
* [[Assets]]
* [[Assets]]
* [[Behavioural gap]]
* [[Ethnicity pay gap]]
* [[Gap risk]]
* [[Gender pay gap]]
* [[Expectation gap]]
* [[Interest rate gap]]
* [[Interest rate risk]]
* [[Liabilities]]
* [[Liabilities]]
* [[Liquidity gap]]
* [[Risk management]]


[[Category:Ethics]]
[[Category:Identify_and_assess_risks]]
[[Category:Manage_risks]]
[[Category:Risk_frameworks]]
[[Category:Risk_reporting]]

Latest revision as of 19:22, 6 November 2021

1. Risk management - interest rate risk.

An abbreviation for interest rate gap.


2. Differences.

Any other systematic difference, especially one that should be eliminated.


See also