Complex sentence: As another example, a bank could have substantial long-term assets (such as fixed rate mortgages) but short-term liabilities (maturity mismatch), such as deposits, which can be measured by the duration gap.
Split into simpler sentences: As another example, a bank could have substantial long-term assets (such as fixed rate mortgages) but short-term liabilities, such as deposits. This is sometimes called a maturity mismatch, which can be measured by the duration gap.