Gap risk

From ACT Wiki
Revision as of 13:00, 30 October 2016 by imported>Doug Williamson (Layout.)
Jump to navigationJump to search

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.


See also

Retrieved from ‘https://wiki.treasurers.org/w/index.php?title=Gap_risk&oldid=23108’