مرکز منطقه ای اطلاع رساني علوم و فناوري - Risk management of non-maturing liabilities

Title of article :

Risk management of non-maturing liabilities

Author/Authors :

Michael Kalkbrener، نويسنده , , Jan Willing، نويسنده ,

Issue Information :

روزنامه با شماره پیاپی سال 2004

Pages :

From page :

1547

To page :

1568

Keywords :

Demand Deposits , Liquidity risk management , Interest rate risk management , Arbitrage-freepricing , Non-para metric HJM model

Journal title :

Journal of Banking and Finance

Serial Year :

2004

Journal title :

Journal of Banking and Finance

Record number :

193613

Link To Document :