Principles for the Management and Supervision of Interest Rate Risk¶
Basel Committee on Banking Supervision. (2004). Principles for the Management and Supervision of Interest Rate Risk. Bank for International Settlements.
Cited by¶
1 citation across 1 artifact.
Each citation links to the sentence it supports in the citing article.
Mechanisms¶
- Maturity Ladder Analysis
- This is classic gap analysis: bucketing assets and liabilities by maturity to see mismatch period by period rather than in the round.
This sourceDefines gap analysis as grouping interest-sensitive assets and liabilities into time bands and measuring the gap within each band.
- This is classic gap analysis: bucketing assets and liabilities by maturity to see mismatch period by period rather than in the round.
Verification¶
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Does it back the claim? Not recorded. The single citation of this work carries no recorded support check.
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Registry ID ref:0f90f7fc63a4 · see in the full table