Valuing Sticky Deposits
收藏NBER2026-01-01 更新2026-01-10 收录
下载链接：
https://www.nber.org/papers/w34641
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资源简介：
We develop a formal fixed-income framework to value sticky deposits. This framework provides closed-form expressions for deposit values and allows us to study the impact of stickiness on deposit interest-rate and runoff risks. The duration of a bank deposit can be either positive or negative, which
提供机构：
美国国家经济研究局
创建时间：
2026-01-01
