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...
Main Author: | |
---|---|
Format: | Others |
Language: | English |
Published: |
KTH, Optimeringslära och systemteori
2018
|
Subjects: | |
Online Access: | http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-228217 |