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Home » Uncategorized » FDIC Credit Card Securitization, Hayre, Inside Yield Book, and Bank Cashflow Simulation

FDIC Credit Card Securitization, Hayre, Inside Yield Book, and Bank Cashflow Simulation

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FDIC, Credit Card SEcuritization Manual, here.

Lakhbir Hayre, Salomon Smith Barney, Guide to Martgage-Backed and ASset-Backed Securities, here.

Modeling of Mortgage Payments and Defaults, 2006, here.

Liebowitz, Homer, et. al. , Inside the Yield Book, here.

Cui, Wang, and Ning, Algorithms, Time Series Prediction Method of Bank Cash Flow and Simulation Comparison, 2014, here.

Abstract: In order to improve the accuracy of all kinds of information in the cash business and enhance the linkage between cash inventory forecasting and cash management information in the commercial bank, the first moving average prediction method, the second moving average prediction method, the first exponential smoothing prediction and the second exponential smoothing prediction methods are adopted to realize the time series prediction of bank cash flow, respectively. The prediction accuracy of the cash flow time series is improved by optimizing the algorithm parameters. The simulation experiments are carried out on the reality commercial bank’s cash flow data and the predictive performance comparison results show the effectiveness of the proposed methods.

 

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