An asset-liability model that considers the difference between interest sensitive assets and interest sensitive liabilities at a specific future time. The model attempts to mirror the fact that deposit withdrawals are replaced by new deposits and loan payments are replaced with new loans. Opposite of static gap.
Related information about dynamic gap:
- Dynamic Gap Definition | Investopedia
Refers to asset and liability risk management at financial institutions. An asset- liability model that takes into account projected future balances or the difference ...
- A Dynamic GAP Framework by Relaxing the Assumptions Behind ...
May 15, 2012 ... This paper lists the assumptions behind the GAP and Duration GAP. These are related to parallel and synchronous changes in interest rates, ...
- What Is a Dynamic Gap?
A dynamic gap is something that is of great concern to banks which have to deal with ongoing loan obligations and constant withdrawals and deposits from ...
- Influence of dynamic gap junction resistance on impulse ...
This simulation study investigated the effects of dynamic gap junctions on both the shape and conduction velocity of a propagating action potential. The dynamic ...
- Dynamic gap transformations: Are banks asset ... - ScienceDirect
We study the sensitivity of bank stock returns to interest rates, by extending existing tests in two important directions. We incorporate dynamic gap adjustment .
- Check Dynamic Gap - MathWorks
The Check Dynamic Gap block checks that a gap of possibly varying width occurs in the range of a signal's amplitudes.
- Dynamic gap generation in graphene under the long-range ...
Once the dependence of the dynamic gap on the energy has been considered, the critical interaction strength αc decreases to 0.542. If the renormalization of the ...
- What is dynamic gap? definition and meaning
Definition of dynamic gap: An asset-liability model that considers the difference between interest sensitive assets and interest sensitive liabilities at a specific ...