Sticky and Unobservable valuation inputs: Difference between pages

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imported>Doug Williamson
(Create the page. Source: Global Capital web article http://www.globalcapital.com/article/jbx52tkcb8l0/the-battle-for-sticky-deposits)
 
imported>Doug Williamson
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''Bank funding.''
Valuation inputs for which market data are not available and that are developed using the best information available about the assumptions that market participants would use when pricing the asset or liability.


Deposits and other sources of bank funding are considered 'sticky' if they are likely to be renewed or rolled over by the customer as part of the bank's funding, including under conditions of stress.


Retail customers' current accounts are often relatively sticky.
==See also==
 
*[[IFRS 13]]
 
*[[Fair value]]
== See also ==
*[[Valuation inputs]]
* [[Deposit]]
*[[Observable valuation inputs]]
* [[Flighty]]
* [[Funding]]
* [[Retail]]
* [[Stress]]

Revision as of 17:47, 26 July 2015

Valuation inputs for which market data are not available and that are developed using the best information available about the assumptions that market participants would use when pricing the asset or liability.


See also