Abstract
Managing value has taken on considerable importance as a financial topic at both the theoretical and practical level. Value management enables a capital’s economic value and commercial margins to be calculated. The actuarial process to calculate this value is hampered by repricable-rate banking products without maturity (as non maturity deposits). This is a significant issue as this type of product figures widely on balance sheets. The aim of this article is to present and test several methods for calculating this value.
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© 2013 Springer-Verlag Berlin Heidelberg
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Damel, P., Ribau-Peltre, N. (2013). How to Model Repricable-Rate, Non-maturity Products in a Bank: Theoretical and Practical Replicating Portfolio. In: Nguyen, N., Trawiński, B., Katarzyniak, R., Jo, GS. (eds) Advanced Methods for Computational Collective Intelligence. Studies in Computational Intelligence, vol 457. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-642-34300-1_26
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DOI: https://doi.org/10.1007/978-3-642-34300-1_26
Publisher Name: Springer, Berlin, Heidelberg
Print ISBN: 978-3-642-34299-8
Online ISBN: 978-3-642-34300-1
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