Gap Ratio

Gap Ratio

The ratio of a company's rate sensitive assets to its rate sensitive liabilities. Rate sensitive assets and liabilities are those likely to increase or decrease substantially in value due to changes in interest rates. A gap ratio over 1 indicates that there are more rate sensitive assets than liabilities, meaning revenue or profits will likely increase as interest rates rise. A ratio below 1 indicates the opposite. The gap ratio is most commonly used in banking.
References in periodicals archive ?
It identifies the leading and emerging companies and brands, offers strategic analysis of key factors influencing the market, including background information on pet population, pet ownership by household and prepared gap ratio.
Consistent with this we find that the gap ratio is larger (indicating mismeasurement) when self-employed supply a larger share of hours in agriculture.
In contrast to that, the gap ratio effects the whole orientation of the triangle, which would be turned toward positive pressure gradients for smaller film heights or higher gaps.
Strategy: The factor used to determine asset allocation is the yield gap ratio.
As noted by Osberg and Xu (1999), the SST index combines the poverty rate, the average poverty gap ratio, and inequality in poverty gaps and, unlike many other poverty measures, can be decomposed into three components: (1) the percentage change in the poverty rate; (2) the percentage change in the average poverty gap ratio among the poor; and (3) the Gini index of inequality in the poverty gap ratios of the entire population.
Based on the technical efficiency with respect to the group frontier and the meta-frontier in (7) and (8) one can also obtain Technology Gap Ratio (TGR) which measures the gap between the group k technology [T.
The range of wet thickness-to-slot gap ratio (h/H) was from 0.
Change in poverty gap ratio (percentage points)###1.
On the other hand, an investor with a more moderate wealth gap ratio of 20, for example, may want to allocate 40% of assets to annuity products.
Beijing, Dec 3(ANI): China's annual salary gap ratio between different industries has widened to 4.
US Census data from 2009 showed that whites had an average of about 20 times the net worth of blacks and Latinos, which is double the 2005 wealth gap ratio.
The average poverty gap ratio is the mean shortfall between an individual's income and the poverty line (with those above the poverty line having no shortfall) expressed as a fraction of the poverty line: