Repricing

1. Floating interest rates.

A change of the interest rate in a floating interest rate contract, in accordance with a pre-determined formula and observation of a prevailing market reference rate.

2. Risk management.

Any other change in a market rate or price.

See also

• Assets
• Behavioural gap
• Contractual gap
• Exposure
• Floating rate
• Gap report
• Gap risk
• Interest
• Interest gap
• Interest rate
• Interest rate risk
• Liabilities
• Liquidity gap
• Maturity ladder
• Rate reset
• Repricing risk
• Reset risk
• Risk management