Valuing non-maturity deposits: two alternative approaches

Author: Wolff Alex  

Publisher: Emerald Group Publishing Ltd

ISSN: 0965-7967

Source: Balance Sheet, Vol.8, Iss.4, 2000-04, pp. : 21-22

Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.

Previous Menu Next

Abstract

In this article the author discusses two alternative approaches to the valuing of non-maturity deposits. He examines both the replication of cash flows and behavioural modelling and analyses the various other factors which should be taken into account.