Interest Rate Risk of Savings Accounts
نویسندگان
چکیده
Interest rate risk measurement and management of non-maturity deposit balances presents a challenge for practitioners academic researchers as well. The paper provides review several methodological approaches focusing on the area savings accounts sensitivity modeling estimation. proposed models are tested Czech banking sector dataset providing mixed results regarding cointegration type generally recommended in literature. On other hand, analysis shows that simpler regression may provide more robust if tests between saving market series fail.
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ژورنال
عنوان ژورنال: Social Science Research Network
سال: 2021
ISSN: ['1556-5068']
DOI: https://doi.org/10.2139/ssrn.3859429