On deposit volumes and the valuation of non-maturing liabilities

DOI10.1016/j.jedc.2007.03.004zbMath1181.91322OpenAlexW2045218506MaRDI QIDQ844606

Kaj Nyström

Publication date: 19 January 2010

Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jedc.2007.03.004

zbMATH Keywords

valuationrisk managementdepositdeposit ratedeposit volumemarket ratenon-maturing liability

Mathematics Subject Classification ID

Interest rates, asset pricing, etc. (stochastic models) (91G30) Portfolio theory (91G10)

Related Items

Dynamic banking with non-maturing deposits

Cites Work

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