Modeling Non-Maturing Deposits Using Replicating Portfolio Models
In recent years, regulatory and legislative authorities have increased their interest in non-maturing products, more specifically modeling of non-maturing deposits. This increase stems from the ever growing portion of banks funding originating from these products. The main purpose of this thesis is t...
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| Format: | Others |
| Language: | English |
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KTH, Optimeringslära och systemteori
2018
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| Online Access: | http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-228217 |