Estimating Non-Maturity Deposits


Cipu E. C., Udriste S.

9th WSEAS International Conference on Simulation, Modelling and Optimization, Budapest, Macaristan, 3 - 05 Eylül 2009, ss.369-371 identifier

  • Yayın Türü: Bildiri / Tam Metin Bildiri
  • Basıldığı Şehir: Budapest
  • Basıldığı Ülke: Macaristan
  • Sayfa Sayıları: ss.369-371
  • İstanbul Teknik Üniversitesi Adresli: Hayır

Özet

We use certain statistical models for studying the demand deposits. For each model we precise the theoretical estimation and we propose an original algorithm for simulations. Using a time series data of market rate, internal rate and non-maturity deposits, we run these models and we estimate the optimal parameters. Based on results and data, we propose a mixed model and original relations for estimating the parameters. After a decision upon a better algorithm and model, we calculate the real values of demand deposits. Some conclusions about the characteristic feature of non-maturity deposits were formulates at the end of the paper.