This study aimed to describe fundamental of macroeconomy, performance banking and third party funds, analyze impact macroeconomy on bank performance, effect deposit, deposit also funds through performance. The type this research is descriptive explanatory that causality hypothesis testing. uses 4 banks for 11 years (series) i.e. 2004 2014, with combined model data obtained as many 132. analysis...

Using the spectral regression method, we test for long-term stochastic memory in threeand six-month daily returns series of Eurocurrency deposits denominated in major currencies. Significant evidence of positive long-term dependence is found in several Eurocurrency returns series. Compared to benchmark linear models, the estimated fractional models result in dramatic out-of-sample forecasting i...

The interest rates that banks pay on deposits move more slowly than money-market interest rates, a phenomenon documented in several recent studies (Flannery [1982], Hannan and Berger [1991], and Neumark and Sharpe [1992]). Understanding deposit-rate sluggishness has important direct consequences for comprehending money demand and bank profitability, as well as indirect consequences for understa...

Network data envelopment analysis models assess efficiency of decision-making unit and its sections using historical data but fail to measure efficiency of its units and their internal stages in the future. In this paper we aim to measure efficiency of stages of bank branches and obtain efficiency trend of stages during the time, then to estimate their efficiency in the future therefore we can ...

Usually non-maturity deposits form a considerable part of banks' assets and funding and thus hedging the interest rate risk of them is important. However, the available research addressing non-maturity deposit valuation is very limited. In this Thesis, we compare models for estimating the deposit rate and stock evolution and suggest suitable hedging possibilities for non-maturity deposits. Non-...