利率敏感资金(rate-sensitive fund)也称浮动利率或可变利率资金，意指在一定期间内展期或根据协议按市场利率定期重新定价的资产或负债。
利率敏感性资金与利率敏感性负债之间的差额被称为融资缺口。敏感性比率是融资缺口的另一种表达，他是利率敏感性资金和利率敏感性负债的比例关系。
融资性缺口有零缺口、正缺口和负缺口三种状态：
当利率敏感性资金等于利率敏感性负债时，融资性缺口为0。
当利率敏感性资金大于利率敏感性负债，即敏感性比率大于1，,融资性缺口为正。
当利率性敏感资金小于利率性敏感负债，即敏感性利率小于1，融资缺口为负。
敏感性比率大于1当正缺口时，利率敏感性资金大于利率敏感性负债，处于利率敞口的该部分资金使得银行在利率下降时受损，在利率上升时获利。
》》FRM备考资料推荐：FRM一二级电子版资料
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