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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:...
Alex C's user avatar
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3 votes
0 answers
238 views

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 ...
Richi Wa's user avatar
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2 votes
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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 ...
MinaThuma's user avatar
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1 vote
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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 ...
newbie_programmer's user avatar
1 vote
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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 ...
Tryrshaugh's user avatar
1 vote
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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?
ps0604's user avatar
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1 vote
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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 ...
Victor123's user avatar
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1 vote
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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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How to calculate Term Deposit Redemption Rate (TDDR)?

How would you estimate Term Deposit Redemption Rate (TDRR) in the context of regulatory banking (IRRBB and ALM)? Supose I have a database with net balance of term deposits (1), early redemptions (2) ...
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