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Duration mismatch

• This term refers to a situation where the bank maintains different durations for its assets and liabilities. This exposes the bank to interest rate risk.

 
 

Follow this link for all the terms related to ratio.

 
 Embedded terms in definition
 Assets
Interest rate risk
Interest rate
Interest
Its
Liabilities
Rate risk
Risk
 
 Related Terms
 Dollar duration
Duration
Duration gap
Effective duration
Macaulay duration
Mismatch
Mismatch bond
Modified duration
Mortgage duration
Negative duration
Option adjusted duration

<< Duration gap Dutch auction >>

Beware of fraud originating in phone messages and faxes: FDIC Consumer News has warned before about crooks who call or e-mail consumers and pretend to be legitimate companies or government agencies wanting people to "verify" or "resubmit" (divulge) confidential information such as bank account or credit card numbers as well as Social Security numbers, passwords and personal identification numbers. Here are variations to know about. More...

Am I not destroying my enemies when I make friends of them? - Abraham Lincoln (1809-1865)

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