Non-maturity deposit modelling: the importance of the surge deposit balances
Izid: 2019 | Izid: 68 | Številka: 5 | Stran(i): 4-11
core deposits deposit modelling financial crisis model risk management non-maturing products run-off behaviour surge balances volatility
Banks rely heavily on quantitative analysis and models for many aspects of their financial decisions. The ever-rising use of models in all banking processes reflects the extent to which model can improve future business decisions. The focus in this paper will be on the non-maturity deposits that represent one of the cheapest and most stable funding sources for banks.