Simulation of a CD Portfolio

Robert A. Russell and Regina Hickle
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Robert A. Russell: Department of Quantitative Methods and Management Information Systems, College of Business Administration, The University of Tulsa, 600 South College Avenue, Tulsa, Oklahoma 74104
Regina Hickle: Cities Service Oil and Gas Corporation, 4500 South 129th E. Avenue, Tulsa, Oklahoma 74146

Interfaces, 1986, vol. 16, issue 3, 49-54

Abstract: A bank needs to effectively manage the spread between the interest it pays out on CDs and the interest it earns on loans. A simulation model developed to assess the impact of future interest rate scenarios is useful in managing the corporate CD portfolio yield of the First National Bank and Trust Company of Tulsa, Oklahoma.

Keywords: simulation; financial institutions: banks (search for similar items in EconPapers)
Date: 1986
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Persistent link: https://EconPapers.repec.org/RePEc:inm:orinte:v:16:y:1986:i:3:p:49-54

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