Correspondent Blog
Tag: Depoist Portfolio Volatility
11/06/25
10 Ideas to Help Reduce Deposit Portfolio Volatility
When it comes to determining the value of a deposit base, there are three major components that drive franchise value: effective cost of funds, interest rate sensitivity (duration and convexity), and volatility. It is a rare bank that can manage all three dimensions of deposit performance and one that stands out is Citibank as they…