![]() (2) One of the four components of interest rate risk. See rate-sensitive assets and rate-sensitive liabilities. Over a series of consecutive time periods or buckets, the total net imbalance or mismatch may be called the cumulative gap. In a single time period, the net mismatch or imbalance may be called the interval gap. (1) As a measurement of exposure to interest rate risk, the amount of mismatch or imbalance between the quantity of an entity's assets and the quantity of its liabilities that reprice in a defined or selected time period. The rate of change of an option’s delta for a small change in the price of the option’s underlying. Rules related to the transfer of securities from trading portfolios to available-for-sale (AFS) or held-to-maturity (HTM) portfolios are specifically designed to prohibit gains trading. Accounting and banking regulators have repeatedly and strongly criticized this practice. The practice of purchasing securities and then selling those that subsequently appreciate in value while retaining as investment portfolio assets those that cannot be sold at a profit. See generally accepted accounting principles. In most banks, the term refers to all operating expenses excluding interest, depreciation, and amortization. ![]() ![]() These are a subgrouping of a firm's operating expenses. 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 ZĪ shorthand expression used by many bankers to refer to general and administrative expenses. ![]()
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