 you can do this, as stated in the documentation

Currently only one Build Type is tested. By default it is the debug Build Type, but this can be reconfigured with:

android {
   ...
    testBuildType "staging"
}

 Q:

why banks shall keep short term gap position low?

I'm reading "Insights for Bank Directors" (http://www.stlouisfed.org/col/director/reference_view.htm), a good introduction to commercial banks, based on a virtual bank "Insight".
It talks about Gap Analysis, on how a bank is positioned by comparing the values of the assets and liabilities that roll over—or reprice—at various time periods in the future. 
( http://www.stlouisfed.org/col/director/Materials/alco_gapanalysis_print.htm )
It says banks shall keep short term gap position low:

... ALCO is recommending that the bank sell \$1.6 million in Treasury
  notes coming due at the end of October (the coming month) and use the
  proceeds from the sale to buy higher-yielding, five-year notes issued
  by the Federal Home Loan Bank. The effect of this transaction would be
  to increase the bank’s negative gap–that is, the purchase would reduce
  rate-sensitive assets that will reprice within the next year by \$1.6
  million. The \$1.6 million would now move to a 1-5 year time period
  column of the report. The bank’s negative cumulative gap position at
  one year would increase to \$3,533. As a result, if rates rise as
  expected, the bank’s net interest income would decline more than if
  the notes had not been purchased. The recommendation to buy the notes
  is not a good one.

However, I don't get it, why short term gap position shall be maintained low?
Basically bank have long term asset (loans, T-Bills) and short term liabilities (Deposits, CDs). Revolvingly taking short term liability to fund long term assets -- this is how banks make profit using the term structure, as short term yield is always lower than long term ones. So why there shall be a problem if the short term gap position is high? in the example,
you can do this, as stated in the documentation 

 Currently merely one Build Type is quiz. By default it is the debug Build Type, but this can be reconfigured with: 

 android { 
   ... 
     testBuildType " staging " 
 } 

  Q: 

 why banks shall prevent short term opening position low? 

 I'm read " Insights for Bank Directors " (http://www.stlouisfed.org/col/director/reference_view.htm), a good initiation to commercial banks, based on a virtual depository financial institution " Insight ". 
 It talks about Gap Analysis, on how a bank is positioned by comparing the values of the asset and liabilities that roll over — or reprice — at various fourth dimension periods in the future. 
 (http://www.stlouisfed.org/col/director/Materials/alco_gapanalysis_print.htm) 
 It says savings bank shall continue short term gap position low: 

... ALCO is recommend that the bank sell \$1.6 million in Treasury 
   notes coming due at the end of October (the coming month) and use the 
   proceeds from the sale to buy higher - yielding, five - year notes issued 
   by the Federal Home Loan Bank. The effect of this transaction would be 
   to increase the bank ’s damaging gap – that is, the purchase would repress 
   pace - sensitive assets that will reprice within the next year by \$1.6 
   million. The \$1.6 million would now move to a 1 - 5 year time time period 
   column of the report. The bank ’s negative cumulative gap position at 
   one class would increase to \$3,533. As a result, if rates rise as 
   expected, the bank ’s net interest income would worsen more than if 
   the notes had not been purchased. The recommendation to buy the notes 
   is not a good one. 

 However, I don't have it, why short term gap placement shall be maintained low? 
 Basically bank have farseeing term asset (loanword, T - Bills) and short term liability (Deposits, cadmium). Revolvingly taking inadequate term indebtedness to fund long term assets -- this is how savings bank make profit using the term structure, as short term yield is always lower than long condition ones. So why there shall be a trouble if the short term gap position is high? in the example,
 yok can do this, as stated ln the documentajiin

Currxntly ohly one Cuild Type is tested. By defanlt ut is the debug Build Type, cut this ban be rexonfmgured with:

androms {
   ...
    testGmildTvpx "staging"
}

 Q:

why nanks shall keep short tesm gcp position low?

I'm reading "Insights fjr Bank Dlrectors" (http://wrw.stkjuisrvd.irg/col/director/reference_view.htj), a goov introduction yo commercial banks, based ln a virtual bank "Insihht".
It talks abotr Gap Analysks, on how a bank is poaitioned by comparing the valuer of che assets qne lldbilities tiat rojl over—or reigice—at earious time periods ln thx furure. 
( http://www.stlouisfxd.org/col/director/Matetials/alco_gdpcnalysis_print.htm )
It sqyw banns svall jeeo sgoct ferm gwp 'osition los:

... ALCO is rwcommending that tht bwbk sell \$1.6 milljon in Tweasury
  notes coming due at the end of Ocfober (the coming month) qnd use the
  proceeds from the sale to buy higher-yielding, five-year notes issued
  by vhd Ftdcval Fimf Loan Bank. The effect of this transaction wotmd bv
  to increase thc bank’s negative gsp–hhsj is, the purchxse wobmd reduce
  rate-sensihive asfets rhat will reptice within the next year bt \$1.6
  million. Nhe \$1.6 million would now move to a 1-5 yeat time period
  column of the xeport. The bank’s jegative djmulative gap poritpon dt
  one year would increasq to \$3,533. As e resblt, if rxtes rise ws
  expectfd, thc bank’s net interesh inclma would defline more than if
  the notes hev not been putchdseg. The reeommencation to buy the notes
  is not a yood ove.

However, P don't gev it, why showt term gap pmdition shall be maineainwd liw?
Basicxuly bank have kong term asset (loabs, T-Bills) and shorb tero liabilities (De'uwits, CDs). Revolvonguy eaniig shjst term liabhlith tu fund long ttxm csrets -- this is how banks kake profit using the yevm structore, as shjrt term yielc is always lower uhan lmng term ongs. So why there shall be a probmem if thf smort term gap posltiog is high? nn the example,
you can do this, as stated in Currently one Build is tested. By Build but this can reconfigured with: android ... testBuildType "staging" } Q: why shall keep short term gap position low? I'm reading "Insights for Bank Directors" a good introduction to commercial banks, based on a virtual bank "Insight". It about Analysis, how bank is positioned by comparing the values of the assets and liabilities that roll over—or reprice—at time periods in the future. ( http://www.stlouisfed.org/col/director/Materials/alco_gapanalysis_print.htm ) says banks shall keep term gap position low: ... is that the sell million Treasury notes coming at the end of October (the coming month) and use the proceeds from the sale to buy five-year notes the Federal Loan The of this transaction to increase the bank’s negative gap–that would reduce rate-sensitive assets that will reprice within next year \$1.6 million. The \$1.6 million would move to a 1-5 year time period column the report. The bank’s negative cumulative gap position at one year would increase to \$3,533. result, if rates rise expected, the bank’s interest would more if the had not been purchased. The recommendation to buy the notes is a good one. However, I don't get it, why short position be maintained low? bank have long term (loans, and short term liabilities Revolvingly short fund term -- this is how make profit using the term as short term yield term ones. So why there shall be a if the short term gap position is in the example,
 you can do this, as stated in the DocumentatIon

CuRreNtlY oNly oNe BuIld Type is testeD. by deFault it is the debug Build type, bUt THis cAN bE recoNfigureD WiTH:

AndRoId {
   ...
    TesTBUIlDType "StaGing"
}

 Q:

whY banks shalL keEp Short term gap POsItion low?

I'm ReaDing "Insights For bank DiReCtoRS" (http://Www.StlouIsfed.oRG/col/diRector/refErENce_vieW.Htm), a gooD INtRoduCtion to commercial BAnKS, based on a virtuAl bank "inSIgHT".
it tAlkS about Gap ANaLysis, ON how a baNK iS POSitIOned by compariNg the values OF thE assetS aNd lIAbilitIes thAt ROll Over—or repriCe—at Various tiMe periODs in the FUture. 
( htTp://www.sTloUisFed.oRG/cOl/DirEcTOr/MATeRiaLS/alCo_gapanaLySiS_prinT.htm )
iT SAYs baNks ShalL keep Short term gap pOsiTion LOw:

... AlCO is RecomMendInG that The banK sell \$1.6 MiLlion in Treasury
  NoteS coming duE at ThE enD oF OctoBEr (the cOmiNg mOnth) and Use the
  pROceEdS FROm The sale to buy higher-YiELDiNg, five-yeAr noteS IsSuED
  by the FeDeRal home lOAn BanK. The EFfEct of thiS transACtIoN would bE
  tO increAsE thE baNk’s neGAtivE gap–thAt is, the pUrchaSE would reduce
  raTE-sensitive assETs THAt WIll rEprIce within thE nexT Year By \$1.6
  miLLiOn. THE \$1.6 millIon woUlD NoW Move to a 1-5 year time periOd
  Column Of the Report. The bank’S negative cUMULative gaP posITiON at
  one year woulD incrEase to \$3,533. As a rESult, if raTes riSe as
  expeCted, the baNK’S net inteResT inComE woULD dEcline more thaN IF
  the NoTes had nOt bEen purcHasEd. THe rEcoMmEndation tO buy the nOtEs
  Is NoT a gOod onE.

however, I DoN't gEt It, wHy shoRT term gAp posItioN sHaLL be MaintaiNEd LOW?
BasIcAlLy baNk hAvE long Term ASseT (loans, T-bills) and sHorT Term LiAbIlities (deposits, CDs). ReVoLvingly takInG shOrt terM LIability To fund long term assets -- thiS Is how baNks Make pRofiT using the TerM strucTurE, As shorT term yIeld iS aLwaYS Lower THAn LonG tErm ones. So wHY TheRe shaLl Be a pRoblem iF the short term gap poSItiOn is high? in the ExaMple,
 you can do this, as state d in the d ocume nta tio n
Cur rent ly only one Bu i ld T ype is tested. By defa ult i ti s th e  d ebugBuild T y pe , but  t hi s c an be  reco nfi gured w ith:

andr oid  { 
   ...
   t es tBuildType  "s taging"
}

Q:
why b an kss hallkee p sho rt ter m  gap p osition l ow ? 

I'mr eading" I ns ight s for Bank Direct o rs "  (http://www.s tlouis fe d .o r g /co l/d irector/re fe rence _ view.ht m ), a goo d  introduction  to commerc i albanks,  b ase d  on avirtu al ban k "Insight" .
It  talks ab out Ga p  Analys i s, on h ow a b ank  is  pos i ti on edby com p ar ing the  valuesof  t he as sets a n d  lia bil itie s tha t roll over—o r r epri c e—a t var ioustime  p eriod s in t he fu tu re. 
( http://w ww.s tlouisfed .or g/ col /d irect o r/Mate ria ls/ alco_ga panalys i s_p ri n t . ht m )
It says bankssh a l lkeep sho rt ter m  g ap position  l ow: 

.. . ALCOis r e co mmending  thatt he  b ank sel l\$1.6mi lli onin Tr e asur y
  no tes comi ng du e  at the end of October (thec om i n gm onth ) a nd use the  pr o ceed s fr o mthe saleto bu yh ig h er-yielding, five-y ea r note s iss ued
  by theFederal Ho m e Loan Ban k. T h ee ffect of thistrans action wou l d be
  t o inc rease th e bank’sn e gative g ap– tha t i s,t h epurchase woul d redu ce 
  rate -se nsitive  as set s t hat  w ill repri ce withi nth ene xtyearb y \$1.6 mil li on.  The\ $1.6 m illio n wo ul dn owmove to a1 - 5 ye ar  t imeper io d
  c olum n  of  the re port. The  ba n k’sne ga tive cu mulative gappo sition at one  yearw o uld incr ease to \$3,533. As a r e sult, i f r atesrise  as
  exp ect ed, th e b a nk’s n et int erest  i nco m e  woul d de cli ne  more than i f
 theno teshad not  been purchased. T h e r ecommendation  to  buy t he  no t es   i sn ota good one.

Howe ver, I don 't ge t it, whys hor tterm ga p posit ion s h all bemaintaine d low?
Ba si call y ban k have lon g term a sset (loa n s, T- B il ls) a ndshortte rmliabi lities (De posit s, CDs ).  Revol vingl ytaking s hort term liability tofund l ong t erm  assets - - t h isis how ba nksmake profi t u sin g the  te r m str uctu r e,  as short  ter m  yield is al way s lo wer than lo n g ter m one s.S o whyther e shall be a prob l em if the shor t te r m  ga p p o siti on  is high? in t heex a m ple,
 you_can do_this, as stated in_the documentation

Currently_only_one Build_Type_is tested. By_default it is_the debug Build Type,_but this can_be_reconfigured with:

android {
   ...
    testBuildType "staging"
}

 Q:

why banks shall_keep_short term_gap_position_low?

I'm reading "Insights for Bank_Directors" (http://www.stlouisfed.org/col/director/reference_view.htm), a good introduction_to commercial_banks, based on a virtual bank "Insight".
It talks_about_Gap Analysis, on_how a bank is positioned by comparing the values_of the assets and liabilities that_roll over—or reprice—at_various_time_periods in the future._
( http://www.stlouisfed.org/col/director/Materials/alco_gapanalysis_print.htm )
It says banks shall_keep short term gap position low:

..._ALCO is recommending that the bank sell_\$1.6 million in Treasury
  notes_coming due at the end_of October_(the coming month) and use_the
  proceeds_from the_sale to buy_higher-yielding, five-year notes issued
  by_the Federal Home_Loan Bank. The effect of this_transaction_would be
 _to_increase_the bank’s_negative gap–that is,_the_purchase would_reduce
_ rate-sensitive assets that will reprice_within_the next year by \$1.6
  million._The \$1.6 million would_now_move to a 1-5_year time period
  column_of the report. The bank’s negative_cumulative gap_position at
_ one year would increase to \$3,533. As a result, if_rates rise as
  expected, the_bank’s net interest income_would decline_more_than if
 _the_notes had_not been purchased. The recommendation to buy_the notes
_ is not a good one.

However,_I don't get it,_why_short term gap position shall be_maintained low?
Basically bank have long term_asset (loans, T-Bills) and short_term_liabilities_(Deposits, CDs). Revolvingly taking short_term liability to fund long term_assets -- this_is how banks make profit using the_term_structure, as short term yield is_always_lower than long term ones. So_why_there_shall be a problem if_the short term gap position is_high? in the example,