InvestorWords.com

maturity gap


Definition
A method of attempting to quantify interest rate risk by comparing the potential changes in value to assets and liabilities that are affected by interest rate fluctuations over all relevant intervals. The maturity of each asset or liability defines an interval that must be assessed.


Related Videos




Search for another term


Related Terms

Browse by Letter: # A B C D E F G H I J K L M N O P Q R S T U V W X Y Z