Break even rate in interest sensitivity analysis

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.

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  • 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

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