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...
| Published in: | Springer eBooks |
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| Format: | eBook |
| Language: | English |
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Wiesbaden :
Springer Fachmedien Wiesbaden : Imprint: Springer Gabler,
2014.
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| Series: | BestMasters
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| Subjects: | |
| Online Access: | http://dx.doi.org/10.1007/978-3-658-04903-4 Перейти в каталог НБ ТГУ |