Modeling nonmaturing deposits : a framework for interest and liquidity risk management
Year of publication: |
2021
|
---|---|
Authors: | Avsar, Emil ; Ruimy, Benjamin |
Published in: |
Journal of risk. - London : Infopro Digital Risk, ISSN 1465-1211, ZDB-ID 1476260-2. - Vol. 24.2021, 1, p. 79-106
|
Subject: | asset liability management (ALM) | interest rate risk in the banking book (IRRBB) | nonmaturing deposit (NMD) | Basel Committee on Banking Supervision document 368 (BCBS 368) | Bankenaufsicht | Banking supervision | Zinsrisiko | Interest rate risk | Bank | Kreditrisiko | Credit risk | Bankmanagement | Bank management | Welt | World |
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