Modeling non-maturing liabilities
Non‐maturing liabilities, such as savings accounts, lack both predetermined maturity and reset dates due to the fact that the depositor is free to withdraw funds at any time and that the depository institution is free to change the rate. These attributes complicate the risk management of such produc...
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| Format: | Others |
| Language: | English |
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KTH, Matematik (Inst.)
2011
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| Online Access: | http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-35521 |