Measuring the interest rate risk of belgian regulated savings deposits
The modeling of non-maturity deposits has become a highly relevant subject in the financial sector since these instruments constitute a significant portion of banks’ funding. Measuring the interest rate risk of Belgian regulated savings deposits. Konstantijn Maes, Thierry Guidelines on the management of interest rate risk arising from interest rate risk exposure of the Belgian banking system. Given that the treatment of deposits accounts turns out to be of paramount importance in a true and fair assess-