Deposit Modelling of Credit Agricole Morocco (CAM)

Idrissi Fatima, EL GORFTI Abdelouahed, EL MOUSSAIF Loubna

Abstract: The modeling of deposits has become a major issue in ALM management, whether for the valuation of future deposits or for the sound management of these outstanding. So, to better understand the modeling of sight deposits incurring, we decided to restrict to checking accounts and current accounts which constitute a large part of CAM's sight deposits, this will make it possible to leave aside the modeling of other accounts. Which constitute only a small part of the deposits. Most of the studies have focused on estimating their demand deposit model from past data. It is therefore fundamental to build a predictive model and bring out the forecasts of these deposits for future dates.

Keywords: Deposit, econometric model, ARMA, Credit Agricole Morocco, Forcasting