Dynamic gap and Microprudential: Difference between pages

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''Banking''.
''Bank regulation''.  


A mismatch in the timing at which interest rate assets and liabilities are likely to reprice based on all of:
The part of the regulatory framework which is designed to enhance the safety and soundness of individual financial institutions, rather than the financial system as a whole.
 
*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]]
* [[Capital adequacy]]
* [[Contractual gap]]
* [[Macroprudential]]
* [[Gap report]]
* [[Interest gap report]]
* [[Interest gap]]
* [[Liquidity gap]]

Revision as of 05:55, 27 March 2016

Bank regulation.

The part of the regulatory framework which is designed to enhance the safety and soundness of individual financial institutions, rather than the financial system as a whole.


See also

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