Sökning: "Deposit rate modeling"
Visar resultat 1 - 5 av 6 uppsatser innehållade orden Deposit rate modeling.
1. Modeling of non-maturing deposits
Master-uppsats, KTH/Matematisk statistikSammanfattning : The interest in modeling non-maturing deposits has skyrocketed ever since thefinancial crisis 2008. Not only from a regulatory and legislative perspective,but also from an investment and funding perspective.Modeling of non-maturing deposits is a very broad subject. LÄS MER
2. Modeling Deposit Rates of Non-Maturity Deposits
Master-uppsats, KTH/Matematisk statistikSammanfattning : The modeling of non-maturity deposits is a topic that is highlyimportant to many banks because of the large amount of funding that comes fromthese products. It is also a topic that currently is in the focus oflegislators. Although a non-maturity deposit may seem to be a trivial product,it has several characteristics that make it rather complex. LÄS MER
3. A framework for modeling the liquidity and interest rate risk of demand deposits
Master-uppsats, KTH/Matematisk statistikSammanfattning : The objective of this report is to carry out a pre-study and develop a framework for how the liquidity and interest rate risk of a bank's demand deposits can be modeled. This is done by first calibrating a Vasicek short rate model and then deriving models for the bank's deposit volume and deposit rate using multiple regression. LÄS MER
4. Demand Deposits : Valuation and Interest Rate Risk Management
Master-uppsats, KTH/Entreprenörskap och InnovationSammanfattning : In the aftermath of the financial crisis of 2008, regulatory authorities have implemented stricter policies to ensure more prudent risk management practices among banks. Despite the growing importance of demand deposits for banks, no policies for how to adequately account for the inherent interest rate risk have been introduced. LÄS MER
5. Modellering av byggnaders skyddskoefficienter vid utsläpp av radioaktiva ämnen
Uppsats för yrkesexamina på avancerad nivå, Institutionen för geovetenskaperSammanfattning : I händelse av ett radioaktivt utsläpp är det viktigt att ha bra beredskap med skyddsåtgärder som bidrarmed det bästa skyddet för den utsatta delen av befolkningen. Direkt efter ett utsläpp utgör exponering viainandning det största problemet eftersom partiklar och gaser ännu inte hunnit deponerats på mark, imoln och så vidare. LÄS MER