An unobvious dynamics of rolled over time banking deposits under a shift in depositors’ preferences: whether a decrease of weighted average maturity of deposits is indeed an early warning liquidity indicator?
Year of publication: |
2014-12-25
|
---|---|
Authors: | Voloshyn, Ihor |
Institutions: | Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München |
Subject: | bank | time deposit | retail | balance | credit turnover | debit turnover | term to maturity | rollover rate | dynamics | money conservation law | liquidity | early warning indicator | Basel iii | asset liability management (ALM) | Volterra integral equation | Laplace transform |
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