Periodic and Cumulative Repricing-Gap Calculations

Choose a lesson below and continue learning at your own pace.

1 Asset

Learning materials

Open any available lesson. You can study this course in any order.

1 Asset

Article

1 Asset

Article Free

Periodic and Cumulative Repricing-Gap Calculations - Article

This article explains periodic and cumulative repricing-gap calculations under Traditional Gap Analysis for CAIIB BFM. It covers Rate-Sensitive Assets and Liabilities, RBI interest-rate time buckets, positive and negative gaps, cumulative RSA/RSL positions, directional NII effects, Earnings at Risk interpretation and the important distinction between interest-rate gaps and Structural Liquidity Statement mismatches.

12 min read