Sökning: "marknadsranta"

Hittade 1 uppsats innehållade ordet marknadsranta.

  1. 1. Demand Deposits : Valuation and Interest Rate Risk Management

    Master-uppsats, KTH/Entreprenörskap och Innovation

    Författare :Yang Lu; Kevin Visvanathar; [2015]
    Nyckelord :demand deposits; interest rate risk; market interest rate; stochastic simulation; avistakonton; ranterisk; marknadsranta; stokastisk simulering; nuvarde; replikerande;

    Sammanfattning : 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