A type of maturity mismatch that arises between a bank's long-term liabilities (whether contractual or behavioral) and long-term assets. All...
A measurement or recognition inconsistency (mismatch) that arises from using different measurement models for asset or liability values or different...
A measurement or recognition inconsistency (mismatch) that arises from using different measurement models for asset or liability values or different...
With respect to futures contract, it is the situation where the maturity of the futures and that of the underlying...
The risk (a form of basis risk) that is caused by unanticipated losses or costs arising from a mismatch between...
A situation that arises when the risk associated an asset is to be hedged but there is no futures contract on that...
A measurement or recognition inconsistency that arises from using different measurement models for asset or liability values or different recognition...