A multi-factor model for the valuation and risk management of demand deposits

Mai 2006
Dewachter, H. / Lyrio, M. / Maes, K.

Working Paper N° 83

JEL Klassifikation : 
G12
G21
Schlagwörter: 
demand deposits
ALM
risk management
arbitrage free pricing
flexible-affine term structure model
interest rate risk
IFRS 39
fair value accounting
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