A financial institution's sensitivity to unexpected interest rate changes may be measured by its duration gap--the difference between the interest sensitivity measure of one or more asset accounts and ...

Fannie Mae reported Tuesday that the duration gap of its mortgage portfolio narrowed to negative-10 months in September, a development that sparked a relief rally in shares of the government-sponsored ...

A simple change in bank reporting requirements would prevent future failures like Silicon Valley Bank's, write Edward Golding and Deborah Lucas, of MIT. We can go a long way to preventing another ...

Nordea Bank Abp (OTCQX:NBNKF) could be slightly above the duration gap that is typical right now for European banks. Arguably, in markets like Norway, which has held higher for longer after a later ...