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Introduction

  • Jeffry Straßer
Chapter
Part of the BestMasters book series (BEST)

Abstract

A considerable portion of a European commercial bank’s balance sheet contains non-maturing client positions. Their development is particularly hard to predict, as they have no contractually fixed conditions defining timing and volume of cash flows.

Keywords

Cash Flow Price Rule Interest Rate Risk Term Structure Model Spreadsheet Software 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

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Copyright information

© Springer Fachmedien Wiesbaden 2014

Authors and Affiliations

  • Jeffry Straßer
    • 1
  1. 1.University of Applied Sciences bfi ViennaViennaAustria

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