interest rate sensitivity gap
- interest rate sensitivity gap
сума активів за винятком пасивів, вразлива щодо коливань відсоткових ставок; різниця між активами і пасивами, вразлива щодо коливань відсоткових ставок; відмінність у вразливості активів і пасивів щодо коливань відсоткових ставок
The English-Ukrainian Dictionary. Economics, Finance, Banking, Investmentss, Bank Loans.
S. Ya. Yermolenko, V. I. Yermolenko.
2002.
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Constant rate in interest sensitivity analysis — The average interest rate of the funding (negative gap) or the average interest rate of the lending (positive gap) necessary to maintain in each specified time period the present spread. See also Risk management and break even rate … International financial encyclopaedia
Break even rate in interest sensitivity analysis — The average interest rate of the funding (negative gap) or the average interest rate of the lending (positive gap) necessary to break even (zero profit) the mismatch in each specified time period. See also Risk management … International financial encyclopaedia
Negative gap — Refer instead to Constant rate in interest sensitivity analysis … International financial encyclopaedia
Positive gap — Refer instead to Constant rate in interest sensitivity analysis … International financial encyclopaedia
japan — japanner, n. /jeuh pan /, n., adj., v., japanned, japanning. n. 1. any of various hard, durable, black varnishes, originally from Japan, for coating wood, metal, or other surfaces. 2. work varnished and figured in the Japanese manner. 3. Japans,… … Universalium
Japan — /jeuh pan /, n. 1. a constitutional monarchy on a chain of islands off the E coast of Asia: main islands, Hokkaido, Honshu, Kyushu, and Shikoku. 125,716,637; 141,529 sq. mi. (366,560 sq. km). Cap.: Tokyo. Japanese, Nihon, Nippon. 2. Sea of, the… … Universalium
United States — a republic in the N Western Hemisphere comprising 48 conterminous states, the District of Columbia, and Alaska in North America, and Hawaii in the N Pacific. 267,954,767; conterminous United States, 3,022,387 sq. mi. (7,827,982 sq. km); with… … Universalium