Gap report: Difference between revisions

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imported>Doug Williamson
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== See also ==
== See also ==
* [[Assets]]
* [[Assets]]
* [[Exposure]]
* [[Interest gap]]
* [[Interest gap]]
* [[Interest rate risk]]
* [[Interest rate risk]]
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* [[Liquidity gap]]
* [[Liquidity gap]]
* [[Maturity ladder]]
* [[Maturity ladder]]
* [[Exposure]]
* [[Time bins]]
 
[[Category:Identify_and_assess_risks]]

Latest revision as of 15:15, 1 July 2022

1.

An interest gap report.

A report identifying the timing at which interest rate assets and liabilities are repriced, and any mismatches.


2.

A liquidity gap report, identifying the timing at which assets and liabilities mature, and any mismatches.

Also known as a mismatch report or maturity ladder.


See also