Repricing Gap

Repricing Gap reports the difference between rate-sensitive assets and rate-sensitive liabilities falling due in each time bucket, quantifying interest-rate risk in the banking book. Positive and negative gaps show whether the SACCO gains or loses as rates move. Pivot and graph views present the gap ladder and cumulative position for management and regulatory review.

Workflow

Open Treasury & ALM then ALM then Repricing Gap.
Generate the report for the reporting date using current positions.
Review the gap in each maturity bucket and the cumulative gap.
Use the graph to visualise the gap ladder across buckets.
Assess whether the net position sits within the board's rate-risk limits.

Fields reference

Every field on this screen, drawn from the live data model.

Field	Type	Required	Description
Snapshot Date `snapshot_date`	Date	Yes	Snapshot Date
Bucket `bucket_id`	Link → treasury.bucket	Yes	Bucket
Has Message `has_message`	Yes/No	—	Has Message
Name `name`	Text	—	Name
Rate Sensitive Assets `rate_sensitive_assets`	Money	—	Rate Sensitive Assets
Rate Sensitive Liabilities `rate_sensitive_liabilities`	Money	—	Rate Sensitive Liabilities
Gap `gap`	Money	—	Gap
Cumulative Gap `cumulative_gap`	Money	—	Cumulative Gap
Sensitivity Plus 100Bps `sensitivity_plus_100bps`	Money	—	Sensitivity Plus 100Bps
Sensitivity Minus 100Bps `sensitivity_minus_100bps`	Money	—	Sensitivity Minus 100Bps
Sensitivity Plus 200Bps `sensitivity_plus_200bps`	Money	—	Sensitivity Plus 200Bps
Sensitivity Minus 200Bps `sensitivity_minus_200bps`	Money	—	Sensitivity Minus 200Bps
Company `company_id`	Link → res.company	—	Company
Currency `currency_id`	Link → res.currency	—	Currency

Notes & rules

Gap per bucket equals rate-sensitive assets minus rate-sensitive liabilities.
Cumulative gap shows the net repricing exposure up to each horizon.
A large negative gap implies exposure to rising rates and vice versa.
Bucket boundaries are defined in the maturity-bucket configuration.

Technical model: treasury.gap.report · Record: Repricing Gap Report