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1. 1. Modeling Non-Maturing Deposits Using Replicating Portfolio Models

   University essay from KTH/Optimeringslära och systemteori

   Author : Oskar Brunqvist; [2018]
   Keywords : ;

   Abstract : In recent years, regulatory and legislative authorities have increased their interest in non-maturing products, more specifically modeling of non-maturing deposits. This increase stems from the ever growing portion of banks funding originating from these products. READ MORE