Valuing non‐maturity deposits: two alternative approaches
Alex Wolff
(BancWare ALM Solutions Manager at SunGard Trading and Risk Systems)
26568
Abstract
In this article the author discusses two alternative approaches to the valuing of non‐maturity deposits. He examines both the replication of cash flows and behavioural modelling and analyses the various other factors which should be taken into account.
Keywords
Citation
Wolff, A. (2000), "Valuing non‐maturity deposits: two alternative approaches", Balance Sheet, Vol. 8 No. 4, pp. 21-22. https://doi.org/10.1108/09657960010373437
Publisher
:MCB UP Ltd
Copyright © 2000, MCB UP Limited