Investment Glossary · Quick read · No ads
Duration Gap
The short answer
The difference between the duration of assets and liabilities, often used by banks and insurers to manage interest-rate risk.
What is Duration Gap?
The difference between the duration of assets and liabilities, often used by banks and insurers to manage interest-rate risk.
About this page. Written by Associate Professor Charles Lo, CPA, PhD. Checked against reliable sources before publication. No ads and no paywall. Editorial standards · How we fact check · Corrections log · Report an error
Educational information only. Nothing on this page is personal financial, tax or legal advice. Investing involves risk, including the possible loss of principal.
