This thesis deals with the risk management of savings accounts. Savings accounts are non- maturing liabilities bearing two embedded options. The first option is the client's right to withdraw deposits on notice. The second option is a bank's right to change the deposit rate on savings accounts whenever it wishes. This in practice means that a fierce competition may arise as banks can quickly react to competitor's change in the deposit rate. The embedded characteristics make the risk management of savings accounts challenging. We identify five key risks of savings accounts: liquidity risk, market risk (interest rate risk), systemic risk, reputational risk, and model risk. The thesis focuses on the interest rate risk and the method of replicating portfolios, which is a standard technique of the estimation of non-maturing liabilities' interest rate risk employed by banks. Using replicating portfolio approach, we derive that savings accounts are risky liabilities. We provide evidence that high deposit rates offered on numerous savings accounts in the Czech Republic have not been consistent with low market rates since January 2012, at least. We show that unsustainable deposit rates combined with competition among banks will lead to capital losses in some banks when market rates increase. JEL...

[pt] O presente trabalho procurou investigar a influência do fator real, ambiental no estabelecimento do eu, representado pela dependência do bebê dos cuidados maternos. Para tanto, procedeu-se inicialmente a um mapeamento da discussão conhecida como as Controvérsias, através de uma passagem pela história da Sociedade Britânica de Psicanálise, especialmente após a morte de Freud, gerada por divergências teóricas entre sua filha Anna Freud e Melanie Klein., com ênfase na perspectiva do chamado Middle Group (O Grupo dos Independentes Ingleses). Nas discussões científicas em torno do legado freudiano, aquele grupo foi assim chamado exatamente por posicionar- se entre os annafreudianos e os kleinianos. Um de seus expoentes foi o objeto principal desse estudo: Donald W.Winnicott. Na medida em que se procurou investigar as bases teóricas a partir das quais Winnicott se inspirou, abordaram-se contribuições teóricas freudianas e kleinianas, numa breve incursão por alguns de seus principais conceitos, seguida de uma reflexão sobre as diferenças básicas postuladas pelos autores - Winnicott e Klein. De Melanie Klein destacaram-se o conceito de Instinto de morte inato e a problemática do papel do ambiente na emergência do eu. De Winnicott trabalhou-se as contribuições sobre o processo do amadurecimento emocional primitivo, sobretudo no que concerne à valorização do ambiente e da dependência nas etapas mais precoces do desenvolvimento, de maneira a demonstrar as inovações teóricas trazidas pelo autor perante os referenciais psicanalíticos supracitados. / [en] The purpose of the present study was to investigate the influence of the real, environmental factor in the establishment of self, represented by the dependence of the baby on maternal care. We began, therefore, by mapping the discussions known as the Controversies through the history of the British Psychoanalytical Society, particularly after the death of Freud, caused by theoretical differences between Freud s daughter Anna and Melanie Klein, and focusing on the standpoint of the so-called Middle Group. In the ensuing scientific debates surrounding the Freudian legacy, the name of this group is representative of the fact that it positioned itself between the Anna Freudians and the Kleinians. One of its proponents, Donald Winnicott, was the main object of this study. As we sought to investigate the theoretical foundations that inspired Winnicott, we address the Freudian and Kleinian theoretical contributions, delving briefly into the major associated concepts. We then reflect basic differences established by the authors - Winnicott and Klein. The main concepts of Melanie Klein are the innate death instinct and the problem of the role of the environment in the emergence of ego. Winnicott s contributions were on the primitive emotional maturing process, particularly regarding the importance of the environment and dependence in the earliest stages of development, so as to highlight the theoretical innovations that the author brought to traditional psychoanalysis.

miRNA sind kurze 21 – 23 nukleotidlange nicht kodierende RNAs endogenen Ursprungs und regulieren auf post-transkriptionaler Ebene die Genexpression. Da aberrante Expressionsmuster der miRNAs im Zusammenhang mit verschiedenen Krankheiten stehen, ist das Interesse groß, Kontrolle über die miRNA-vermittelte Genexpression zu erhalten. Bei Krankheitsbildern, die eine Überexpression der miRNA aufweisen, kann die Inhibition der miRNA Reifung als Therapieansatz dienen. Inhibition kann z. B. durch peptidische Strukturen und durch small molecules, wie Aminoglykoside erfolgen. Ziel dieser Arbeit war die nahezu vollständig festphasenbasierte Synthese von zyklischen Peptiden und Peptid-Aminoglykosid-Konjugaten als potentielle Inhibitoren der miRNA Reifung. Ferner sollte die Guanidinylierung an fester Phase mit verschiedenen Testsubstraten gezeigt werden. In der vorliegenden Arbeit wurden im ersten Teilprojekt zehn zyklische Peptide mit Hilfe eines bisfunktionalen Linkermoleküls in den Seitenketten zweier im Peptid enthaltener Cysteine synthetisiert und isoliert. Basierend darauf wurden neun weitere zyklische Peptide an fester Phase synthetisiert, mit ausgewählten Aminoglykosiden in einer CuAAC gebunden und erfolgreich isoliert. Im zweiten Teilprojekt dieser Arbeit wurde die Guanidinylierung an fester Phase mittels des Goodman’s Reagent gezeigt. In ersten Studien wurden vier Testpeptide an fester Phase guanidinyliert. Im Anschluss wurde die Limitierung dieser Methode geprüft. Dazu wurden Aminoglykoside mittels CuAAC an verschiedene Peptid- und Peptid PNA-Rückgrate geknüpft und guanidinyliert. Nicht für alle Substrate konnte die vollständige Guanidinylierung an fester Phase gezeigt werden. Ein weiteres Teilprojekt zeigte die Funktionalisierung von kommerziell erhältlichen Polymeren für die SPPS in Hinsicht auf fluorophorbasierte „Hochdurchsatz Screening-Methoden“. Dazu wurde ein peptidischer Spacer entworfen, der eine Knüpfungsstelle für Fluorophore mittels CuAAC enthielt. / miRNA are short long non-coding RNAs endogenous origin with a length of 21 – 23 nucleotides. MicroRNAs regulate the gene expression on post-transcriptionally level. Starting in the nucleus, primary transcripts are processed into precursor-miRNAs. Accordingly, the miRNA matures after export into cytosol. Since aberrant expression patterns are related to different diseases, it’s from interest to gain control about miRNA mediated gene expression. Some diseases are related to over expression of miRNA. For that reason, the inhibition of the miRNA maturing is object of research. The inhibition can be resulted from peptide structures or with small molecules like aminoglycosides. Aim of this work was the solid phase synthesis of cyclic peptides derivatives and peptide aminoglycoside conjugates as potential inhibitors of the miRNA maturing. In addition, the guanidinylation on solid phase should be evidenced with different substrates. In the first part of the project ten cyclic peptides were synthesized on solid phase. The cyclization was carried out with a bifunctional linking molecule in the side chains of two cysteines. Based on that nine cyclic peptides were synthesized and elected aminoglycosides were bound with help of CuAAC. The second part of this work showed the guanidinylation on solid phase by using Goodman’s reagent under mild conditions. Four peptides were used for initial studies. Due to the success of this method the limit was evaluated. Therefore, aminoglycosides were bound via CuAAC to different peptide and peptide-PNA backbones. By mischance, not all the chosen substrates were fully guanidinylated on solid phase. A further short project showed the functionalization of commercially available resins for solid phase peptide synthesis in relation to fluorophore based high throughput screening methods. For this purpose, a peptide spacer was devised with a binding site for fluorophores via CuAAC.

Made available in DSpace on 2016-04-28T20:39:49Z (GMT). No. of bitstreams: 1 Tese Maria Mercedes.pdf: 912289 bytes, checksum: fb670d958f8ed9cc8364bcf80d6a8db2 (MD5) Previous issue date: 2005-05-20 / Coordenação de Aperfeiçoamento de Pessoal de Nível Superior / This work aims to present a clinical model of intervention with teenagers inside a scholar institution. It had the purpose of promoting the flow of the teenagers´ maturing process within the school space. This model derives from the field research developed with teenagers who attended the correção de fluxo (flow correction) classes in a public school in São Paulo. The main reason to carry out this task is the strong belief that the school s space could embrace an interventive clinical work that took into account the students needs, using the school s location and students´ activities with the teachers. The clinical intervention was specially based on the concepts of potential space and on D.W. Winnicott´s holding. I was able to understand, through this work, the deep decharacterization of the public educational system nowadays, as a result of the complex situation of contemporary world. I realized that, by offering the current necessary care to the adolescents, you help promote their health thus establishing a sense of dignity and citizenship / Esse trabalho pretende apresentar um modelo clínico de intervenção com adolescentes em uma instituição escolar. Teve a finalidade de promover o fluir do processo maturacional do adolescente no espaço escolar. Esse modelo é decorrente de pesquisa de campo com jovens de escola pública da cidade de São Paulo, que freqüentavam a classe de "correção de fluxo". A justificativa para empreender esta tarefa encontra-se na crença de que o espaço escolar podia acolher um trabalho interventivo clínico que levasse em conta as necessidades dos alunos, utilizando-se do espaço da escola e das atividades dos alunos com seus professores. A intervenção clínica realizada fundamentou-se, principalmente nos conceitos de espaço potencial e de holding de D. W. Winnicott. Pude compreender, por meio desse trabalho a profunda descaracterização da instituição educacional pública na atualidade, decorrente da situação complexa do mundo contemporâneo. Constatei que, ao se oferecer os cuidados necessários para o adolescente na contemporaneidade, auxilia-se na promoção da saúde do jovem para o estabelecimento de um sentido de dignidade e cidadania

Most gamblers never experience addiction and the majority of those who do eventually recover. This thesis investigates how most maintain control over their gambling and how the majority of those who do experience gambling addiction regain control. Findings are based on 25 qualitative semi-structured interviews with participants who fit one of three ideal-type groups: (i) gamblers who have never experienced addiction; (ii) gamblers who have regained control after experience of gambling addiction; and (iii) gamblers experiencing addiction at time of interview. Participants were recruited who had never engaged in formal treatment because existing research suggests most who experience gambling addiction and/or recovery never to do so. This study is underpinned by a synthesis of Bourdieusian theory and Foucauldian-inspired governmentality literature which was used to guide the thesis and help explain gambling behaviour. Taking a Foucauldian genealogical approach, the dominant theory of addiction as a biomedical disorder is critiqued and revealed to be myth. Instead, (gambling) addiction is demonstrated to be a social construction which becomes embodied within individuals and thereby influences gambling behaviour. Consequentially, it is shown that research concerning substance use is applicable to the investigation of gambling behaviours. Given paucity of gambling research, substance-related literature is drawn upon throughout the thesis. Attention is given to research demonstrating regulation over drug use to be influenced by the social settings in which consumption takes place as well as the wider social and cultural milieus in which the lives of actors are embedded. Moreover, particular appreciation is given to literature indicating recovery from addiction to be supported by shifts in socio-cultural milieu. In contrast to most existing addictions/gambling research, the agential capacities of gamblers to shape their own behaviours, albeit in ways heavily constrained by context (or ‘structure’) are emphasised throughout the thesis. Data revealed various gambling-related strategies to help constrain gambling and minimise harm. These are examined and it is recommended that this knowledge could be used to aid development of more effective ‘harm-reduction’ style interventions and policies in ways which support less harmful patterns of gambling behaviour. However, although valuable, those with greater control tended to rely little on such strategies to manage their gambling. Instead, greater control over gambling and recovery from gambling addiction was found to have less to do with how participants gamble (e.g. whether or not they followed harm-reduction strategies) and far more to do with the wider, non-gambling-related, aspects of their lives and the nature of their subjectivities/dispositions. Principally influential were found to be the qualities of interviewees’ socio-cultural milieus. Alongside gambling, those with greater control tended to participate in non-gambling-related communities with attendant ways of thinking and cultural expectations (values/norms) that marginalise (heavier) gambling. Drawing on Bourdieusian and Foucauldian governmentality theory, it is argued that, because of their day-to-day participation in such communities/milieus, those with greater control embody mentalities and expectations which discourage riskier gambling behaviour. This, in turn, results in more ‘prudential’ subjectivities which discourage problematic gambling behaviour. Participants who had experienced recovery and many of those who had never experienced addiction revealed long-term reductions in gambling behaviour. Findings suggested these reductions (as well as recovery) to be supported by social and cultural processes, occurring over the life-course, which encourage increased participation in more ‘conventional’ life/milieus and thereby promote alterations in subjectivities in ways more conducive to control. A dual approach to discouraging problematic gambling behaviour is recommended. Although it is important to promote ‘safer’ ways of gambling (e.g. through promotion of harm-reduction style interventions and by designing gambling environments in ways to support greater constraint), it is also imperative to support the development of lives/milieus and subjectivities more conducive to control (e.g. participation in ‘conventional’ life and access to resources required to do so).

The thesis concerns itself with spiritual needs of young Christians. It takes into consideration the development of religious judgement, psycho-social development young people undergoe, and the influence of the current secularized society on their value opinions and attitudes. It analyses three aspects of the Christian faith: the knowledge of Church teachings, the partaking on the life of the Church and the Christian moral principles. It further considers the problems and tasks of pastoral care of the youth, and it describes the ways work and spirituality of the best known movements, and other activities of the youth and for the youth in the dioceses. The thesis concludes in postulating the existence of three levels of youth spiritual needs: the level of good Christian role models, the level of patient spiritual guidance and the level of an attractive Christian culture.

Made available in DSpace on 2016-12-08T16:44:47Z (GMT). No. of bitstreams: 1 PGPV14MA147.pdf: 1051513 bytes, checksum: 401d1de747973cd9983921ef10ea6a48 (MD5) Previous issue date: 2014-07-28 / Coordenação de Aperfeiçoamento de Pessoal de Nível Superior / The wheatcrop is cultivated in more than 50 countries. In Brazil, the southern region represents over than 90% of national production, however, this production is not sufficient to meet the demand for the grain in the country. Therefore, to increase the cultivated area increases also demand for quality seeds. The use of pre-harvest desiccants after physiological maturity is an alternative to minimize deterioration processes, by reducing the exposure time to biotic and abioctic factors. The objective of this study was to evaluate the productivity, physiological and sanitary quality ofwheat seeds sprayed with desiccant at pre-harvest. Were conducted three consecutive experiments at field conditions, in Lages-SC, in 2012 and 2013 growing seasons, with wheat cultivars CD 123, BRS Pardela and TBIO Pioneioro. Three desiccants were used, ammoniumgluphosinate (Finale, at doses of 400 g of active ingredient per hectare (a.i. ha-1) and 200 g a.i. ha-1); carfentrazone (Aurora, at doses of 50 and 25 g a.i. ha-1); flumioxazin (Flumyzin at 25 and 12.5 g a.i. ha-1) and control (untreated,zero dose). Desiccants were applied to plants in phenological stage 91. The experimental design was a randomized block with four replications in plots of 5 m². Components of seed yield and the physiological and sanitary quality were evaluated through germination and vigor tests.Data were subjected to variance analysis and the means were compared by Tukey test at 5% probability. In general, the 14 15 use of pre-harvest desiccant did not affect the yield, physiological and sanitary quality of wheat seeds; however, only ammonium-glufosinate promoted the standardization of drying plants. The growing season influenced the seed yield, and the second season had the lowest yield, as CD 123, BRS Pardela and TBIO Pioneioro, produced 2,400; 2,614and 1,922 kg ha-1, respectively. In relation to the germination test, the second growing season showedthe highest values of normal seedlings (higher than 94%). In the accelerated aging test, the seeds of the second growing season had higher vigor, highlighting the BRS Pardela and TBIO Pioneiro, regardless of desiccant, and the dose of this, with values higher than 96%). According to vigor tests, the first growing season had the lowestvigourous seeds compared to the second and third seasons with mean of82.6, 85.6 and 93.9%, respectively. Fungi with the highest incidence wereAlternaria sp. e Fusarium graminearum, however the incidence of Alternaria sp. was greater than that ofFusarium graminearum, in all treatments, Alternaria sp. incidence ranged 42 to 84% and, Fusarium graminearumranged 5 to 36%. The desiccant application at pre-harvest did not influence these fungioccurrence / O trigo é um cereal cultivado em mais de 50 países. No Brasil, a região sul é responsável por mais de 90% da produção nacional, entretanto, esta produção não é suficiente para suprir a atual demanda de trigo. Portanto,haverá maior demanda por sementes de qualidade. O uso de dessecantes em pré-colheita,após a maturidade fisiológica, é uma alternativa para minimizar processos de deterioração das sementes, por reduzir o tempo de exposição destas a fatores bióticos e abióticos.O objetivo deste trabalho foi avaliar a produtividade e a qualidade fisiológica e sanitária das sementes de trigo submetidas à aplicação de dessecantes em pré-colheita.Foram conduzidos três experimentos em condições de campo, no município de Lages-SC, nas safras 2012 e 2013,com as cultivares de trigo CD 123, BRS Pardela e TBIO Pioneiro. Foram utilizados três dessecantes, aplicados em plantas no estádio fenológico 91, sendo eles: glufosinato de amônio (Finale, nas doses de 400 g de ingrediente ativo por hectare (i.a. ha-1)e 200 g i.a. ha-1);carfentrazona (Aurora, nas doses de 50e 25 g i.a. ha-1);flumioxazina (Flumyzin, nas doses de 25 e 12,5 g i.a. ha-1) e a testemunha sem aplicação (dose zero). O delineamento experimental utilizado foi em blocos ao acaso com quatro repetições, em parcelas de 5 m². Foram avaliados componentes do rendimento de sementes e a qualidade fisiológica, através de 10 11 testes de germinação e vigor. Os dados foram submetidos à análise de variância, e suas médias comparadas pelo teste de Tukey a 5% de probabilidade. De maneira geral, o uso dos dessecantes em pré-colheita não afetou o rendimento e a qualidade fisiológica e sanitária das sementes de trigo; maso glufosinato foi o único que promoveu a uniformização da secagem das plantas. A época de cultivo teve influência sobre o rendimento de sementes, sendo que a segunda época apresentou os menores rendimentos (CD 123, BRS Pardela e TBIO Pioneiro com média 2.400, 2.614 e 1.922 kg.ha-1, respectivamente). Em relação ao teste de germinação, as sementes da segunda época de cultivo apresentaram, de maneira geral, os maiores percentuais de plântulas normais (todos os tratamentos dose x dessecante de todas as cultivares acima de 94%). No teste de envelhecimento acelerado, as sementes da segunda época de cultivo apresentaram maior vigor, destacando-se ainda as cultivares BRS Pardela e TBIO Pioneiro, independente do dessecante usado, bem como a dose deste, sendo que, tanto a cultivar BRS Pardela quanto a TBIO Pioneiro, apresentaram em média, 96% de plântulas normais. Quanto ao vigor, a primeira época de cultivo apresentou o menor vigor em relação à segunda e terceira épocas com 82,6, 85,6 e 93,9%, respectivamente. Os fungos com maior incidência, independentemente do dessecante, dose, cultivar e época, foram Alternaria sp. E Fusarium graminearum, porém a incidência de Alternaria sp. foi maior que a de Fusarium graminearum em todos os tratamentos, de modo que, a incidência deAlternaria sp. variou de 42 a 84%, e de Fusarium graminearum variou de 5 a 36%. A aplicação de dessecantes em pré-colheita não teve influência sobre a ocorrência destes fungos

Submitted by Ana Garcia Checoli (anagchecoli@gmail.com) on 2013-12-06T19:14:09Z No. of bitstreams: 1 Dissertação MPE - ANA CHECOLI V12 FINAL.pdf: 996393 bytes, checksum: a39ec6b8c4c8eb994d442d402e2c1297 (MD5) / Approved for entry into archive by Suzinei Teles Garcia Garcia (suzinei.garcia@fgv.br) on 2013-12-10T17:28:13Z (GMT) No. of bitstreams: 1 Dissertação MPE - ANA CHECOLI V12 FINAL.pdf: 996393 bytes, checksum: a39ec6b8c4c8eb994d442d402e2c1297 (MD5) / Made available in DSpace on 2013-12-10T17:31:31Z (GMT). No. of bitstreams: 1 Dissertação MPE - ANA CHECOLI V12 FINAL.pdf: 996393 bytes, checksum: a39ec6b8c4c8eb994d442d402e2c1297 (MD5) Previous issue date: 2013-12-03 / Commercial banks have as main sources of funds demand deposits, savings and time deposits. These liabilities have daily liquidity, ie, may be withdrawn at any time by their owners. The outcome and risk management of these non-maturing liabilities is a difficult task for financial institutions. This study aims to identify the transfer price of these liabilities, especially for automatic applications. As a result, it´s presented a transfer price for the core and the non-core portion of the automatic applications and also the revenue funding paid by treasury to the commercial channels. The formula used for calculating the transfer price of non-maturing liabilities follows the Central Bank rules, and can be used by any commercial financial institution in Brazil. In order to identify the maturity the Nonmaturation model was applied and transfer price is calculated by the Matched Maturity Funds Transfer Marginal Price ( MMMFTP ) model . / Os bancos comerciais têm como principais fontes de recursos os depósitos à vista, poupança e depósitos a prazo. Estes passivos têm liquidez diária, ou seja, podem ser sacados a qualquer momento por seus titulares. O gerenciamento do resultado e risco destes passivos sem vencimento é uma difícil tarefa para as instituições financeiras. Este estudo busca identificar o preço de transferência destes passivos, em especial das aplicações automáticas. Como resultado, são apresentados preços de transferência para a parcela estável e para a parcela instável das aplicações automáticas e a receita de funding paga pela tesouraria aos canais comerciais . A fórmula utilizada para o cálculo do preço de transferência de passivos sem vencimento considera as regras de exigibilidade do BACEN, e pode ser utilizada por qualquer instituição financeira comercial do Brasil. Para a identificação da maturidade foi utilizado o modelo de Nonmaturation e o preço de transferência é calculado pelo modelo de Matched Maturity Marginal Funds Transfer Price (MMMFTP).

The researcher embarked on this study, as the need was identified to investigate whether girls in primary schools have a realistic body image. The hypothesis was made that pressure from society, the media and parents might have a negative influence on a girl’s body image. The goal of this qualitative study was thus to determine how the primary school girl views her body and the influence this view has on her sense-of-self. It was anticipated that the outcome of the study would equip the researcher and social work colleagues with information that can be used in order to make parents and teachers aware of the pressures children experience and the effect this has on their sense-of-self. The exploratory study endeavoured to answer the following research questions: How does the primary school girl view her body, and how does this influence her sense-of-self? The objectives for this study were the following: <ul> <li>To provide a knowledge base on body image, sense-of-self and the perceptions primary school girls have regarding their bodies, based on a literature review.</li> <li>To use gestalt play therapy techniques to investigate the influence of perceptions regarding body image on the sense-of-self.</li> <li>To investigate primary school girls’ body image by means of an empirical study.</li> <li>To draw conclusions and make recommendations regarding the primary school girl’s perception of body image and the influence thereof on her sense-of-self.</li></ul> The study was feasible and consent was gained from the parents, respondents and organization where the study was done. The researcher studied with a bursary and costs were therefore covered by this. Eight respondents were selected at the researcher’s discretion by using certain criteria for selection. Care was given in selecting respondents who were representative of girls in the middle childhood phase. Five themes emerged from the study, namely sensory awareness, body image, the development of body image, the sense-of-self and the link between the sense-of-self and body image. Sub-themes were also identified from these five themes. Two consecutive play therapy sessions were used as data collection methods. From the empirical findings it is evident that the primary school girl’s perception of body image is largely based on the opinions and feedback from significant others. Self talk and self-statements play an important role in the formation of body image in the primary school girl. The study further indicates that body image has a direct influence on all aspects of the primary school girl’s sense-of-self and that a preoccupation with body size and shape amongst primary school girls is common. All of the respondents had hang-ups with regards to some aspect of their physical bodies, wished that they weighed less and indicated that they would want to change something about their bodies. It thus seems that girls in their middle childhood are particularly vulnerable to having a negative body image. From the research findings several conclusions and recommendations were made such as professionals needing to be aware of the potential negative impact that the media, peers and parents have on a child’s body image and sense-of-self. The recommendation was further made that professionals should encourage teachers, parents and child care workers to realize that in order for a child to develop a healthy sense-of-self and accept the way she looks, she has to receive positive feedback from significant others in her life. This study indicates that the primary school girl’s body image is fragile, and that significant others, the media and peers play an important role in the formation of a positive body image in children. / Dissertation (MSD)--University of Pretoria, 2008. / Social Work and Criminology / unrestricted

The objective of this report is to carry out a pre-study and develop a framework for how the liquidity and interest rate risk of a bank's demand deposits can be modeled. This is done by first calibrating a Vasicek short rate model and then deriving models for the bank's deposit volume and deposit rate using multiple regression. The volume model and the deposit rate model are used to determine the liquidity and interest rate risk, which is done separately. The liquidity risk is determined by a liquidity quantile which estimates the minimum deposit volume that is expected to remain in the bank over a given time period. The interest rate risk is quantified by an arbitrage-free valuation of the demand deposit which can be used to determine the sensitivity of the net present value of the demand deposit caused by a parallel shift in the market rates. Furthermore, an immunization and a replicating portfolio are constructed and the performances of these are tested when introducing the same parallel shifts in the market rates as in the valuation of the demand deposit. The conclusion of this thesis is that the framework for the liquidity risk management that is developed gave satisfactory results and could be used by the bank if the deposit volume is estimated on representative data and a more accurate model for the short rate is used. The interest rate risk framework did however not yield as reliable results and would be more challenging to implement as a more advanced model for the deposit rate is required. / Målet med denna rapport är att utveckla ett ramverk för att bestämma likviditets-och ränterisken som är relaterad till en banks inlåningsvolym. Detta görs genom att först ta fram en modell för korträntan via kalibrering av en Vasicek modell. Därefter utvecklas, genom multipelregression, modeller för att beskriva bankens inlåningsvolym och inlåningsränta. Dessa modeller används för att kvantifiera likviditets- och ränterisken för inlånings-volymen, vilka beräknas och presenteras separat. Likviditetsrisken bestäms genom att en likviditetskvantil tas fram, vilken estimerar den minimala inlånings-volymen som förväntas kvarstå hos banken över en given tidsperiod. Ränterisken kvantifieras med en arbitragefri värdering av inlåningen och resultatet används för att bestämma känsligheten för hur nuvärdet av inlåningsvolymen påverkas av ett parallellskifte. Utöver detta bestäms en immuniseringsportfölj samt en rep-likerande portfölj och resultatet av dessa utvärderas mot hur nuvärdet förändras givet att samma parallellskifte i ränteläget som tidigare introduceras. Slutsatsen av projektet är att det framtagna ramverket för att bestämma likviditetsrisken för inlåningen gav bra resultat och skulle kunna implementeras i dagsläget av banken, förutsatt att volymmodellen estimeras på representativ data samt att en bättre modell för korträntan används. Ramverket för att bestämma ränterisken gav dock inte lika tillförlitliga resultat och är mer utmanande att implementera då en mer avancerad modell för inlåningsräntan krävs.