A method of attempting to quantify interest rate risk by comparing the potential changes in value to assets and liabilities that are affected by interest rate fluctuations over all relevant intervals. The maturity of each asset or liability defines an interval that must be assessed.
Related information about maturity gap:
- Maturity Gap Definition | Investopedia
A measurement of interest rate risk for risk-sensitive assets and liabilities. The market values at each point of maturity for both assets and liabilities are assessed, ...
- What is maturity gap? definition and meaning
Definition of maturity gap: A method of attempting to quantify interest rate risk by comparing the potential changes in value to assets and liabilities that are ...
- Maturity Gap: Definition from Answers.com
Maturity Gap A measurement of interest rate risk for risk-sensitive assets and liabilities. The market values at each point of maturity for both.
- Maturity Gap
An early approach to the measurement of interest rate risk. For each period out to the longest maturity, the market values of rate sensitive assets and rate ...
- What Is a Maturity Gap?
A maturity gap is a term used to describe a strategy that is designed to assess the relationship between the risk of owning assets and liabilities that generate ...
- Maturity Gap Analysis and Duration Gap Analysis | MBA Knowledge ...
Maturity Gap Analysis The simplest analytical techniques for calculation of IRR exposure begins with maturity Gap analysis that distributes interest rate.
- FRM 2008 Practice PII question 27 - + maturity gap and increased r ...
QUESTION If interest rates rise, a bank with a positive maturity gap will experience: a. A gain in equity capital. b. A loss of equity capital. c....
- Who gets caught at maturity gap? A study of pseudomature ...
The results suggest that pseudomature adolescents, and to a smaller extent, immature adolescents, are caught in a maturity gap, which could have longer- term ...