Interest rate risk of non maturity deposit accounts

Project: Research

Project Details


This project deams with the valuation problem of interest rate risk in non maturity banking products, and, in particular, core deposits. The particular feature of the belgian market, where the interest paid is partially regulated, is taken into account.
Effective start/end date1/11/971/01/00


  • interest rate risk
  • non-maturity products
  • banking
  • core deposits