Les dépôts à vue représentaient plus de 27 % du passif total de la Banque canadienne de l’Ouest à la fin de 2006. Ces dépôts n’ont pas d’échéance précise et peuvent entrer dans les catégories de passif à court terme ou de passif à plus long terme. La banque verse des intérêts plus bas sur […]

Demand deposits accounted for more than 27% of the total liabilities of Canadian Western Bank at the end of 2006. These deposits have no specific maturities and may behave as current liabilities or as longer maturing liabilities. The bank pays lower interest on the demand deposits than on the most part of fixed-term deposits. If […]

Lending to various companies and individuals is a core business of banks. This lending activity comes with credit risk, namely the risk that some borrowers default and fail to make required payments. Estimating credit risk accurately is important for banks’ risk management. In this project, we analyze and model the dependence between loss frequency and […]