| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 982893 | Procedia Economics and Finance | 2015 | 7 Pages |
Abstract
This paper deals theoretically the estimation of duration of demand deposits that are defined as non-maturing products without any defined liquidity and interest rate behaviour by a contract as maturing products. Due to this fact, banks estimate liquidity and interest rate characteristics including duration of demand deposits by their internal models. We also describe the procedure called “replicating portfolios” than can be used to estimate duration of demand deposits.
Related Topics
Social Sciences and Humanities
Economics, Econometrics and Finance
Economics and Econometrics
Authors
Hana Džmuráňová, Petr Teplý,