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bank interest rate gap

См. также в других словарях:

  • Interest Rate Gap — The difference between fixed rate liabilities and fixed rate assets. Interest rate gap is a measurement of exposure to interest rate risk. The interest rate gap is used to show the risk of exposure and is used by financial institutions and… …   Investment dictionary

  • Interest rate risk — is the risk (variability in value) borne by an interest bearing asset, such as a loan or a bond, due to variability of interest rates. In general, as rates rise, the price of a fixed rate bond will fall, and vice versa. Interest rate risk is… …   Wikipedia

  • Interest rate swap — An interest rate swap is a derivative in which one party exchanges a stream of interest payments for another party s stream of cash flows. Interest rate swaps can be used by hedgers to manage their fixed or floating assets and liabilities. They… …   Wikipedia

  • gap — A term used by technicians to describe a jump or drop in prices; i.e., prices skipped a trading range. Gaps are usually filled at a later date. The CENTER ONLINE Futures Glossary (1) As a measurement of exposure to interest rate risk, the amount… …   Financial and business terms

  • gap — asset liability gap 1) A measure of interest rate risk used in banking. It comprises the difference between rate sensitive assets (i. e. loans) and rate sensitive liabilities (i. e. deposits) within a particular range of repricing time periods.… …   Big dictionary of business and management

  • gap analysis — 1) A methodical tabulation of all the known requirements of consumers in a particular category of products, together with a cross listing of all the features provided by existing products to satisfy these requirements. Such a chart shows up any… …   Big dictionary of business and management

  • static gap analysis — Gap analysis method that measures exposure to interest rate risk based solely upon the assets and liabilities held by the bank at the time that the analysis is performed. The opposite of dynamic gap analysis. American Banker Glossary …   Financial and business terms

  • Negative Gap — A situation where a bank s interest sensitive liabilities exceed its interest sensitive assets. A negative gap is not necessarily a bad thing, because if interest rates decline, the bank s liabilities would get repriced at lower interest rates… …   Investment dictionary

  • Marquette Nat. Bank of Minneapolis v. First of Omaha Service Corp. — Marquette Bank of Minneapolis v. First of Omaha Service Corp. Supreme Court of the United States Argu …   Wikipedia

  • Fixed exchange-rate system — Foreign exchange Exchange rates Currency band Exchange rate Exchange rate regime Exchange rate flexibil …   Wikipedia

  • Duration gap — Contents 1 Definition 2 Overview 3 Torque analogy 4 See also Definition The difference between the duration of …   Wikipedia

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