A Multi-Factor Model for the Valuation and Risk Management of Demand Deposits-Reference-Cited by-同舟云学术

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A Multi-Factor Model for the Valuation and Risk Management of Demand Deposits

Published:2006 Issue: Volume: Page:
ISSN:1556-5068
Container-title:SSRN Electronic Journal
language:en
Short-container-title:SSRN Journal

Author:

Dewachter Hans,Lyrio Marco,Maes Stan

Publisher

Elsevier BV

Reference35 articles.

1. Valuing the core deposits of ?nancial institutions: a statistical analysis;R Anderson;Journal of Bank Research,1986

2. The failure of competition in the credit card market;L Ausubel;American Economic Review,1991

3. Premiums in private versus public branch sales. Federal Reserve Board;J Berkovec;Finance and Economic Discussion Series,1997

4. Principles for the management and supervision of interest rate risk. Basel Committee on Banking Supervision;BIS,2004

5. International risk sharing is better than you think, or exchange rates are too smooth;M Brandt;Journal of Monetary Economics,2006

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1. Lessons from low interest rate policy: How did euro area banks respond?;Journal of International Money and Finance;2024-08

2. Estimating maturity profiles of nonmaturing deposits;Journal of Risk;2019

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4. Why Are Savings Accounts Perceived as Risky Bank Products?;Prague Economic Papers;2016-01-01

5. Duration of Demand Deposits in Theory;Procedia Economics and Finance;2015

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