InterestrategapAnalysis

Calculate the interest rate gap by subtracting the rate-sensitive liabilities from the rate-sensitive assets. This will give you a clear picture of the net ...

Gap analysis is a process used to determine a bank's interest-rate risk and evaluate the degree of its exposure to the risk. The gap itself refers to the gap ...

Gap analysis is undertaken by examining details of interest sensitive assets and liabilities to establish when they will next reprice (i.e. be subject to a ...

由 IR RISK 著作 · 1997 · 被引用 2 次 — When this approach is used to assess the interest rate risk of current earnings, it is typically referred to as gap analysis. The size of the gap for a given ...

由 AM Christensen 著作 · 2002 · 被引用 14 次 — The analysis shows that the real interest rate gap can give a better under- standing of the monetary policy conducted in the USA, and that taking ac- count of ...

Gap analysis helps identify maturity and repricing mismatches between assets, liabilities, and off-balance sheet instruments. Gap schedules segregate rate- ...

An interest rate gap measures a firm's exposure to interest rate risk. The gap is the distance between assets and liabilities. ... Static gap is the difference ...

2019年4月21日 — Most banks use gap analysis to measure interest rate risk in their balance sheets. The gap is defined as the difference between the amounts ...