liquidity mismatch risk

liquidity mismatch risk
liquidity mismatch or liquidity mismatch risk
The expected amount of liquidity risk based on the mismatch between contractual amounts and dates for inflows and outflows.
Also called funding gap, liquidity gap, or term liquidity risk. One of the three primary components of liquidity risk along with contingency risk ( liquidity contingency risk) and market liquidity risk. American Banker Glossary

Financial and business terms. 2012.

Игры ⚽ Поможем решить контрольную работу

Look at other dictionaries:

  • liquidity mismatch — or liquidity mismatch risk The expected amount of liquidity risk based on the mismatch between contractual amounts and dates for inflows and outflows. Also called funding gap, liquidity gap, or term liquidity risk. One of the three primary… …   Financial and business terms

  • liquidity gap risk — liquidity gap or liquidity gap risk See liquidity mismatch. American Banker Glossary …   Financial and business terms

  • mismatch risk — (1) The risk that a financial institution will suffer either a decline in income or capital because future changes in prevailing interest rates impact assets more or less than they impact liabilities. The component of interest rate risk arising… …   Financial and business terms

  • liquidity contingency risk — The risk that future events may require a materially larger amount of liquidity than the financial institution currently requires. One of the three primary components of liquidity risk along with mismatch liquidity risk and market liquidity risk …   Financial and business terms

  • liquidity gap or liquidity gap risk — See liquidity mismatch. American Banker Glossary …   Financial and business terms

  • liquidity gap — or liquidity gap risk See liquidity mismatch. American Banker Glossary …   Financial and business terms

  • Risk management —   Risk management is the management that is engaged in the control and monitor the risks of the bank. They must be aware of the exposure of the bank as a whole at any time.   The following reports exist to manage the following risks (created by… …   International financial encyclopaedia

  • term liquidity risk — See liquidity mismatch or liquidity mismatch risk …   Financial and business terms

  • Mismatch position —   For Forex Book: Difference between amounts of outstanding forward purchases and outstanding forward sales, per currency resulting from outstanding forward contracts measured over a defined period.   For Money market Books: Difference between… …   International financial encyclopaedia

  • Mismatch per book — A standard position. Not yet defined. Related positions are: • Open Currency Position. • C/A nature. • Capital & P&L. • B/S Difference Position. • Mismatch/Book. • Call. • Mismatch Position per Book Spot. • Mismatch Position per Book Forward. •… …   International financial encyclopaedia

Share the article and excerpts

Direct link
Do a right-click on the link above
and select “Copy Link”