Financial Engineering Workshop: Matteo Formenti (UniCredit)
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Details
Title
The Behavioural Models: Non-Maturity Deposits and Prepayment
Abstract
The activities of raising non-maturity deposits (NMDs) from and providing credit to customers are crucial to all banks. The NMDs can be withdrawn without short notice from client and the understanding of this behavior is crucial for the bank’s liquidity, interest rate risk management and the net interest income stabilization. At the same time, lending loans to client with the optionality to prepay foresees the bank’s need to forecast the clients’ behavior at the best.
Where
Bayes Business School, 106 Bunhill Row
2005
106 Bunhill Row, London EC1Y 8TZ, UK