Mapping variable products according to the moving averages model – Challenges for mapping variable products in the low-interest phase

Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F60076658%3A12510%2F19%3A43903712" target="_blank" >RIV/60076658:12510/19:43903712 - isvavai.cz</a>
Result on the web
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DOI - Digital Object Identifier
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Result language
angličtina
Original language name
Mapping variable products according to the moving averages model – Challenges for mapping variable products in the low-interest phase
Original language description
Variable liability products are an important products segment for savings banks and regional banks. Within the framework of maturity transformation, they can be used to leverage aernings potential. At the same time, the design of products poses a major challenge for bank management. On the one hand , liquidity risks result from the variable liability products used to refinnace long-term loans. On the other hand, the absence of fixed interest rates entails a latent interest rate risk. The moving averages model developed in the 1990s makes it possible to simulate dvelopments. On the basic of historical time series, conditions can be determined, which enable customer to obtain constant interest rates and institutions to achieve stable margins. In addition to purely historical analyses, forecast can also be made in addition to business policy necessities and market assessments. However, changing customer behaviour, increasingly aggressive competition an the politically inducend low-interest phase create imponderables that necessitate modifications to the moving averages model.
Czech name
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Czech description
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Project
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Continuities
I - Institucionalni podpora na dlouhodoby koncepcni rozvoj vyzkumne organizace

Publication year
2019
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

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