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A bad man, though raised to honour, always returns to his natural course, as a dog?s tail, though warmed by the fire and rubbed with oil, retains its form
A zero-gap condition exists when a financial institution’s interest rate-sensitive assets and liabilities are in perfect balance for a given maturity. The condition derives its name from the fact that the duration gap – or the difference in the sensitivity of an institution’s assets and liabilities to changes in interest rates – is exactly zero. Under this condition, a change in interest rates will not create any surplus or shortfall for the company, since the firm is immunized to its interest rate risk, for a given maturity.
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