Dynamic forward contract and Dynamic gap: Difference between pages
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'' | ''Banking''. | ||
A | A mismatch in the timing at which interest rate assets and liabilities are likely to reprice based on all of: | ||
*Their contractual terms; and | |||
*An assessment of customers' and the bank's expected behaviour; and | |||
*The recognition that the behavioural assumptions are themselves functions of other factors, including the interest rate change itself. | |||
Dynamic gaps are a refinement of behavioural gaps. | |||
== See also == | == See also == | ||
* [[ | * [[Behavioural gap]] | ||
*[[ | * [[Contractual gap]] | ||
* [[ | * [[Gap report]] | ||
* [[ | * [[Interest gap report]] | ||
* [[ | * [[Interest gap]] | ||
* [[ | * [[Liquidity gap]] | ||
Revision as of 21:02, 29 October 2016
Banking.
A mismatch in the timing at which interest rate assets and liabilities are likely to reprice based on all of:
- Their contractual terms; and
- An assessment of customers' and the bank's expected behaviour; and
- The recognition that the behavioural assumptions are themselves functions of other factors, including the interest rate change itself.
Dynamic gaps are a refinement of behavioural gaps.
