TERMIUM Plus®

The Government of Canada’s terminology and linguistic data bank.

MATURITY GAP [1 record]

Record 1 2008-12-17

English

Subject field(s)
  • Financial Institutions
  • Investment
  • Financial and Budgetary Management
DEF

A method of attempting to quantify interest rate risk by comparing the potential changes in value to assets and liabilities that are affected by interest rate fluctuations over all relevant intervals.

French

Domaine(s)
  • Institutions financières
  • Investissements et placements
  • Gestion budgétaire et financière
DEF

Pour un établissement financier, différence entre le total des actifs sensibles aux taux d'intérêt et le total des passifs de même nature et de même échéance, par exemple l'écart entre le total des dépôts à court terme et le total des prêts à court terme.

Spanish

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