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On deposit volumes and the valuation of non-maturing liabilities...the modelling of non-maturing liabilities, the latter referring to deposits without a specific maturity or deposits whose actual time horizon significantly differs from their contractual maturity....
général - core.ac.uk - PDF: www.sciencedirect.com
A multi-factor model for the valuation and risk managment of demand depositsHow should we value and manage deposit accounts where deposits have a zero contractual maturity, but which, in practice, remain stable through time and are remunerated below market rates? Does the economic value of the deposit account differ from the...
 PDF: www.nbb.be
Borrower risk and the price and nonprice terms of bank loans... Loans to small firms, firms with low ratings, and firms with little cash available to service debt, for example, are more likely to be small, to be secured by collateral, and to have a short contractual maturity....
Dynamic replication of non-maturing assets and liabilitiesNon-maturing assets and liabilities (NoMALs) are positions in a bank’s bal-ance with no contractual maturity such as savings or sight deposits....
finances / commercialisation - iate.europa.eu

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général - eur-lex.europa.eu
général - eur-lex.europa.eu
général - eur-lex.europa.eu
droit / finances / emploi et travail - iate.europa.eu
droit / finances / emploi et travail - iate.europa.eu
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pouvoir exécutif et administration publique / finances - iate.europa.eu
pouvoir exécutif et administration publique / finances - iate.europa.eu
pouvoir exécutif et administration publique / finances - iate.europa.eu
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