Rate gap calculation
2 Jan 2020 Maturity gap is a measurement of interest rate risk for risk-sensitive the change in interest rates, and summed up to calculate the net interest interest rate. After having determined the duration of all assets and liabilities on the bank's bal- ance sheet, the bank manager could use this formula to calculate 11 Oct 2016 Gap segregates a credit union's rate-sensitive assets from rate-sensitive Additional calculations can then estimate the effect the repricing