| Basis risk | Partial duration for yield curve risk Inventory of instrument groups based on different interest rates Inventory of all instruments | The dispersion and concentration of mismatches in different time bands. Use of derivatives and other hedging instruments in terms of different bases, convexity and timing difference neglected by gap analysis. Behavioural options: The volume of mortgages, current accounts, savings and deposits where the customer has the option to deviate from the contractual maturity; the volume of commitments with |