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Positive Duration Gap

The positive value of duration gap that results when the duration of assets is larger than the duration of liabilities...

    Negative Duration Gap

    The negative value of duration gap that results when the duration of assets is less than the duration of liabilities...

      Duration Gap

      A measure of the mismatch between assets and liabilities. By definition, it is the weighted duration of assets minus the product of the...

        Duration Gap

        A tool that measures the mismatch between a firm's assets and liabilities. It is a measure of the sensitivity of...