Questions tagged [banking]
The banking tag has no usage guidance.
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Books on banking by Moorad Choudry
What do you think about books on banking written by Moorad Choudhry?
Someone recently recommended them to me as a good general introduction to modern banking, for example:
An Introduction to Banking:...
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Credit scoring: combining application and behavior scoring
The aim in credit scoring is to distinguish good clients from bad clients.
This is done at the stage of the application (application scoring - AS) based on demographic and similar data. AS is used to ...
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Why does change in Sight Deposits reflect Swiss National Bank FX action
I am confused of how the Swiss National Bank's famous FX interventions are reflected in the change in Sight Deposits.
Against the backdrop of the ECB meeting, it is said that the SNB has taken ...
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Climate Models in Banking - what modeling are banks currently doing?
I'm mostly interested in knowing what banks are doing in Ireland and other Western European countries.
I know, from Google searches, that banks are currently doing climate risk stress-testing, but I'm ...
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Why are/were Euribor rates consistently lower than ECB deposit facility rates since 2020?
Why are unsecured term deposits in EUR yielding lower than a simple overnight deposit at the ECB ? Isn't it supposed to be the opposite ?
The 3 month Euribor just broke -0,50% a few days ago, why was ...
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Core deposits forecasting in stress testing
I’m designing a stress test at a commercial bank. What are the advantages/disadvantages of forecasting core NMD deposits vs. total deposit balances?
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Use of Macaulay Duration to calculate the Funds Transfer Pricing Cost of an Amortizing Mortgage
I am asked to comment on the Funds Transfer Pricing methodology used by our Treasury to assign a Cost of Funds to a Loan. This is the current methodology:
Let us say there is a 2 year loan with an ...
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Funds transfer pricing for loans
I wonder if the $FTP\%$ term for loans in the following formula
$$FTP\%=\text{BaseRate} + \alpha
\,\text{LP}_{1y}+(1-\alpha) \,\text{LP}_{6m},$$
where $\text{LP}$ is a liquidity premium, is a ...
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