Gap risk: Difference between revisions
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imported>Doug Williamson (Layout.) |
imported>Doug Williamson m (Categorise.) |
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The risk of loss arising from the combination of (i) an adverse gap and (ii) an adverse change in market prices, for example interest rates. | The risk of loss arising from the combination of: | ||
(i) an adverse gap and | |||
(ii) an adverse change in market prices, for example interest rates. | |||
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* [[Gap]] | * [[Gap]] | ||
* [[Gap report]] | * [[Gap report]] | ||
[[Category:Financial_risk_management]] | |||
Latest revision as of 15:10, 28 February 2018
The risk of loss arising from the combination of:
(i) an adverse gap and
(ii) an adverse change in market prices, for example interest rates.
