Dynamic Management of Core Deposits
Journal
Banking and Finance
Type
newspaper article
Date Issued
2004-07-01
Author(s)
Abstract
For many banks, deals based on interest rate differences are one of the most important sources of income. In this context, the uncertainty regarding future interest rates and cash flows forms the central challenge in asset and liability management for every bank.
Language
English
Keywords
Multistage Stochastic Programming
Asset & Liability Management
Non-Maturing Assets & Liabilities
HSG Classification
contribution to practical use / society
Refereed
No
Publisher
International Financial Publishers NV
Publisher place
Gent (Belgium)
Volume
3
Start page
19
End page
23
Pages
5
Subject(s)
Division(s)
Eprints ID
18816