Integrated risk management of non-maturing accounts : practical application and testing of a dynamic replication model /
Customer accounts that neither have a fixed maturity nor a fixed interest rate represent a substantial part of a consumer bank's funding. The modelling for their risk management and pricing is a challenging yet crucial task in today's asset/liability management, with increasing computation...
Saved in:
| Main Author: | |
|---|---|
| Format: | Electronic eBook |
| Language: | English |
| Published: |
Wiesbaden :
Springer Gabler,
[2014]
|
| Series: | BestMasters.
|
| Subjects: | |
| Online Access: | Full text (Wentworth users only) |