Gap risk: Difference between revisions
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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. | |||
Revision as of 13:00, 30 October 2016
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.
