Break even rate in interest sensitivity analysis

  The average interest rate of the funding (negative gap) or the average interest rate of the lending (positive gap) necessary to break even (zero profit) the mismatch in each specified time period. See also Risk management.

International financial encyclopaedia . 2014.

Look at other dictionaries:

  • Constant rate in interest sensitivity analysis —   The average interest rate of the funding (negative gap) or the average interest rate of the lending (positive gap) necessary to maintain in each specified time period the present spread. See also Risk management and break even rate …   International financial encyclopaedia

  • Sensitivity —   Refer instead to Constant rate in interest sensitivity analysis, risk management and break even rate …   International financial encyclopaedia

  • Interest rate analysis —   Is used to show the analysis on what if situations if the mismatched book is closed at the market rate and what will happen to the interest flow if market rates go up/down by a certain percentage.   The total interest book is split into two… …   International financial encyclopaedia

  • United Kingdom — a kingdom in NW Europe, consisting of Great Britain and Northern Ireland: formerly comprising Great Britain and Ireland 1801 1922. 58,610,182; 94,242 sq. mi. (244,100 sq. km). Cap.: London. Abbr.: U.K. Official name, United Kingdom of Great… …   Universalium

  • Russia — /rush euh/, n. 1. Also called Russian Empire. Russian, Rossiya. a former empire in E Europe and N and W Asia: overthrown by the Russian Revolution 1917. Cap.: St. Petersburg (1703 1917). 2. See Union of Soviet Socialist Republics. 3. See Russian… …   Universalium

  • complexity — /keuhm plek si tee/, n., pl. complexities for 2. 1. the state or quality of being complex; intricacy: the complexity of urban life. 2. something complex: the complexities of foreign policy. [1715 25; COMPLEX + ITY] * * * ▪ scientific theory… …   Universalium

  • Strategic management — is a field that deals with the major intended and emergent initiatives taken by general managers on behalf of owners, involving utilization of resources, to enhance the performance of firms in their external environments.[1] It entails specifying… …   Wikipedia

  • literature — /lit euhr euh cheuhr, choor , li treuh /, n. 1. writings in which expression and form, in connection with ideas of permanent and universal interest, are characteristic or essential features, as poetry, novels, history, biography, and essays. 2.… …   Universalium

  • Europe, history of — Introduction       history of European peoples and cultures from prehistoric times to the present. Europe is a more ambiguous term than most geographic expressions. Its etymology is doubtful, as is the physical extent of the area it designates.… …   Universalium

  • France — /frans, frahns/; Fr. /frddahonns/, n. 1. Anatole /ann nann tawl /, (Jacques Anatole Thibault), 1844 1924, French novelist and essayist: Nobel prize 1921. 2. a republic in W Europe. 58,470,421; 212,736 sq. mi. (550,985 sq. km). Cap.: Paris. 3.… …   Universalium

Share the article and excerpts

Direct link
Do a right-click on the link above
and select “Copy Link”

We are using cookies for the best presentation of our site. Continuing to use this site, you agree with this.