Similar Search Results

Dynamic volatility regulation of financial institutions

Hilscher, Jens; Raviv, Alon; Wiener, Zvi - In: Finance research letters 61 (2024), pp. 1-6

Persistent link: https://www.econbiz.de/10014490771

Interest rate volatility : understanding, analyzing, and managing interest rate risk and risk-based capital

Hanweck, Gerald Alfred - 1996

Persistent link: https://www.econbiz.de/10013548403

Deposit insurance pricing : the hidden burden of premium rate volatility

Shaffer, Sherrill - In: The Cato journal : an interdisciplinary journal of … 17 (1997) 1, pp. 81-90

Persistent link: https://www.econbiz.de/10001232744

Deposit insurance and asset price volatility

Ljungqvist, Lars - 1993

Persistent link: https://www.econbiz.de/10000892230

Modeling non-maturing Demand Deposits : a proposed methodology to determining the idiosyncratic confidence level used for separating stable deposit volumes from volatile deposit vo...

Döpp, Sophie; Horovitz, Andre; Szimayer, Alexander - 2021

This paper aims to develop a methodology for the estimation of the idiosyncratic confidence level inherent within the process of determining the threshold of separation between volatile and stable deposit volumes. The idiosyncratic confidence level must be reflective of the institution's...

Persistent link: https://www.econbiz.de/10013249066