Enter the interest rate sensitive assets value and the interest rate sensitive liabilities value into the calculator to determine the Maturity Gap.

## Maturity Gap Formula

The following equation is used to calculate the Maturity Gap.

MG = IRSA - IRSL
• Where MG is the maturity gap ($) • IRSA is the value of interest rate sensitive assets ($)
• IRSL is the value of interest rate sensitive liabilities ($) To calculate a maturity gap, subtract the value of the interest rate sensitive assets from liabilities. ## What is a Maturity Gap? Definition: A maturity gap is defined as the total difference between the values of interest rate sensitive assets and liabilities. ## How to Calculate Maturity Gap? Example Problem: The following example outlines the steps and information needed to calculate Maturity Gap. First, determine the interest rate sensitive assets value. In this case, the value of these are$10,000,000.00.

Next, determine the interest rate sensitive liabilities value. In this example, these are valued at $13,000,000.00 Finally, calculate the maturity gap using the formula above: MG = IRSA – IRSL MG = 10,000,000 – 13,000,000 MG = –$3,000,000.00