Ergebnisse für: Non-Maturing Accounts
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Customer accounts that neither have a fixed maturity nor a fixed interest rate represent a substantial part of a consumer bank’s funding. The modelling for their risk management and pricing is a challenging yet crucial task in today’s asset/liability management, with increasing computational pow...
Customer accounts that neither have a fixed maturity nor a fixed interest rate represent a substantial part of a consumer bank’s funding. The modelling for their risk management and pricing is a challenging yet crucial task in today’s asset/liability management, with increasing computational pow...
Retail Banks usually apply OLS-based approaches for modeling the dynamics of the client rate of non-maturing accounts like savings deposits. OLS-based client rate models take into account neither the rigidity nor the asymmetry the banks follow when they adjust their client rates to changes in the ob...