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Valuing non‐maturity deposits: two alternative approaches

Alex Wolff (BancWare ALM Solutions Manager at SunGard Trading and Risk Systems)

Balance Sheet

ISSN: 0965-7967

Article publication date: 1 August 2000

Abstract

In this article the author discusses two alternative approaches to the valuing of non‐maturity deposits. He examines both the replication of cash flows and behavioural modelling and analyses the various other factors which should be taken into account.

Keywords

Citation

Wolff, A. (2000), "Valuing non‐maturity deposits: two alternative approaches", Balance Sheet, Vol. 8 No. 4, pp. 21-22. https://doi.org/10.1108/09657960010373437

Publisher

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MCB UP Ltd

Copyright © 2000, MCB UP Limited