The GAP model of interest rate risk analysis and management
GAP is known as the oldest and simplest model of measuring interest rate risks analysis in banking theory. When applying GAP analysis, bank balance is divided into several time intervals. GAP analysis can be viewed as a static and dynamic category. GAP position can be negative, positive or zero. GAP...
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| Format: | Article |
| Language: | English |
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University of Novi Sad - Faculty of Economics, Subotica
2014-01-01
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| Series: | Anali Ekonomskog fakulteta u Subotici |
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| Online Access: | https://scindeks-clanci.ceon.rs/data/pdf/0350-2120/2014/0350-21201432337R.pdf |