Duration gap
id:
duration-gap-258-8124196
title:
Duration gap
text:
In Finance, and accounting, and particularly in asset and liability management (ALM), the duration gap is the difference between the duration - i.e. the average maturity - of assets and liabilities held by a financial entity. A related approach is to see the "duration gap" as the difference in the price sensitivity of interest-yielding assets and the price sensitivity of liabilities to a change in market interest rates (yields). The duration gap thus measures how well matched are the timings of
brand slug:
wiki
category slug:
encyclopedia
description:
Financial institutions duration gap
original url:
https://en.wikipedia.org/wiki/Duration_gap
date created:
date modified:
2023-09-08T09:00:42Z
main entity:
{"identifier":"Q5316266","url":"https://www.wikidata.org/entity/Q5316266"}
image:
fields total:
13
integrity:
14