A balloon tree with branches symbolizing interest-sensitive assets shrinking due to heavy interest-sensitive liabilities at the roots

Understanding Negative Gap: Impact on Net Interest Income and Asset-Liability Management for Institutional Investors

Introduction to Negative Gap A negative gap refers to a financial situation where an institution’s interest-sensitive liabilities surpass its interest-sensitive assets. While it may not always be detrimental, as decreasing interest rates would lead to repricing of the liabilities at lower rates and increased income, a negative gap exposes institutions

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