8-36 The repricing gap approach calculates the gaps in each maturity bucket by subtracting the
A)current assets from the current liabilities.
B)long term liabilities from the fixed assets.
C)rate sensitive assets from the total assets.
D)rate sensitive liabilities from the rate sensitive assets.
E)current liabilities from tangible assets.

Question

Quizplus · Accepted Answer

The repricing gap approach measures interest rate risk by calculating the difference between rate sensitive assets and rate sensitive liabilities within specific time buckets.

8-36 the Repricing Gap Approach Calculates the Gaps in Each