Repricing Modelling for No Maturity Loan
Tunay Sabri Yüksel
I have been searching for a behavioural modelling approach to project the cash flows of no maturity loan products (such as credit cards, revolving loans and overdrafts) for interest rate risk purposes. Though I couldn't find any strong sources for it. What are the common practices in banks when it comes to modelling these kinds of purposes within the perspective of interest rate risk, like repricing gap analysis and earning at risk?