Communiquez avec les autres et partagez vos connaissances professionnelles

Inscrivez-vous ou connectez-vous pour rejoindre votre communauté professionnelle.

Suivre

What are the 'Gaps' referred to in ALM?

user-image
Question ajoutée par Vinod Jetley , Assistant General Manager , State Bank of India
Date de publication: 2014/08/26
RAJU MOHAN
par RAJU MOHAN , Risk Manager , Canara Bank

Assets and Liabilities are put into different time buckets based on several factors. Gaps are the difference between the total of assets and liabilities in different time buckets. It is required for various MIS purpose especially liquidity management.

 

In the context of Indian Banks , the mandatory requirement for the Gap management in the first four time buckets i,e (1 day,2-7 days,8-14 days,15-28 days ) are5%,10%,15%,20% respectively ( maximum gap )

Utilisateur supprimé
par Utilisateur supprimé

The variance between the bank assets & liabilities tenors and deposits' volume

More Questions Like This