An Integrated Risk Management Methodology for Deposits and Loans
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References listed on IDEAS
- Itamar Drechsler & Alexi Savov & Philipp Schnabl, 2021. "Banking on Deposits: Maturity Transformation without Interest Rate Risk," Journal of Finance, American Finance Association, vol. 76(3), pages 1091-1143, June.
- Richard Sheehan, 2013. "Valuing Core Deposits," Journal of Financial Services Research, Springer;Western Finance Association, vol. 43(2), pages 197-220, April.
- Dong-Hyun Ahn & Robert F. Dittmar, 2002. "Quadratic Term Structure Models: Theory and Evidence," The Review of Financial Studies, Society for Financial Studies, vol. 15(1), pages 243-288, March.
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Keywords
deposit; loan; interest rate; economic factors; risk metrics;All these keywords.
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