Banking on Deposits That Can Leave
Post 2/4 of the No Gut Feelings Bank series. How much maturity transformation does an SA deposit base license, and is the behaviou...
What Is a Deposit Actually Worth When Rates Move?
Post 1/4 of the No Gut Feelings Bank series. I build a behavioural model of non-maturing deposits - current accounts, notice, fixe...
Do Macro Variables Help Forecast the Yield Curve? Three Honest Experiments
A follow-up to the yield-curve forecasting post. I add inflation, the repo rate, the rand and the VIX to the forecasts in three wa...
Easy Equities TFSA ETF Analytics
Interactive leaderboards, price history, risk metrics, top holdings and index rules for every ETF available on the Easy Equities T...
Forecasting South African Government Bond Yields
I raced about twenty forecasting models against each other on SA government bond yield buckets, and the humble random walk turned ...
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