repricing of assets and liabilities

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• Repricing Opportunity — The change in interest rate of an interest sensitive asset or liability. Banks earn income from interest, so their income fluctuates with changes in interest rates. A bank can minimize its interest rate risk and maximize its net interest income… …   Investment dictionary

• assets repriced before liabilities — A measure of the gap between the quantity of assets repricing and the quantity of liabilities repricing within a given period of time. A simple measure of a financial institution s exposure to beneficial or adverse consequences from changes in… …   Financial and business terms

• Tax — Taxation An aspect of fiscal policy …   Wikipedia

• 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

• 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

• interest-rate risk — interest rate exposure The risk arising from changes in interest rates. In recent decades the different forms of interest rate risk have been the subject of much analysis, monitoring, and scrutiny. In the 1980s, for example, the savings and loan… …   Accounting dictionary

• interest-rate risk — interest rate exposure The risk arising from changes in interest rates. In recent decades the different forms of interest rate risk have been the subject of much analysis, monitoring, and scrutiny. In the 1980s, for example, the savings and loan… …   Big dictionary of business and management

• Static Gap — A measure of exposure or sensitivity to interest rates. Static gap is calculated as the difference between assets and liabilities of comparable repricing periods. Static gap can be calculated for short term and long term periods. Minus signs in… …   Investment dictionary

• beta-adjusted gap — Gap reports modified to mollify the errors caused by basis risk. The essential concept of beta adjusted gap is that all interest rates do not change by the same amounts, but that there is an identifiable relationship, a correlation, between… …   Financial and business terms

• contractual gap — A crude measure of a financial institution s exposure to adverse consequences resulting from changes in prevailing interest rates. The contractual gap is a gap mismatch measure calculated using the contractual maturity and repricing dates for all …   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