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Maturity gap

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 Terms: 13 Asset, ACH, FIN, Interest rate risk, Interest, Interest rate, Intervals, Liability, Maturity, Pot, Quant, Risk, Ring
Other Related Pages: Category: Lending_and_Credit Starting With: M
Semi Related Terms: 599 CLICK HERE TO VIEW
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