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Funding GAP ▣ethod Group assets and liabilities into time "buckets"according to when they mature or are expected to re-price Calculate GAP for each time bucket ■ Funding GAP =Value RSA:-Value or RSL where t time bucket;e.g.,0-3 months 的资5+号Funding GAP Funding GAP † Method „ Group assets and liabilities into time "buckets ” according to when they mature or are expected to re-price „ Calculate GAP for each time bucket „ Funding GAP t = $ Value RSA t - $ Value or RSL t † where t = time bucket; e.g., 0-3 months
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