Deposit Modelling Amsterdam

Hear from senior practitioners and learn best practice approaches for deposit modelling through various treasury functions including FTP, IRR & liquidity.


Deposit Modelling, NMD’s & the Treasury

20-21 February 2019, Amsterdam

Course Agenda         Pricing & Registration

Our Deposit Modelling training is coming to Amsterdam for the first time in February. Providing delegates with key insights into deposit modelling, this course will consider modelling options for treasury functions such as FTP, IRR & liquidity.

Day one of the course will comprise of sessions taking an in-depth look at the regulatory overview of deposit modelling and the key data requirements for capturing deposit rates. The day will continue with a session on FTP and a look at varying approaches to deposit modelling.

Day two will continue with a focus on interest rate risk modelling, applications of stress testing and modelling liquidity risk. The course will conclude with a session on how to model NMD’s with stochastic interest rates.

Who Should Attend?

Relevant departments may include but are not limited to:

  • Deposit modelling
  • Asset & liability management
  • Treasury risk
  • Balance sheet management
  • Interest rate risk
  • Funds transfer pricing
  • Risk modelling
  • Risk management
What Will You Learn?
  • The role of the deposit model and evolution of regulatory guidance throughout the EU, UK & US
  • Approaches to data requirements under various regulations including IFRS 7 & BCBS 239
  • Best practice approaches to modelling non-maturity deposits
  • Ways FTP affects deposit models and modelling for NMD balance sheets
  • How to model for interest rate risk and liquidity risk
  • Stress testing frameworks and approaches to stress testing NMD’s

20 February 2019
2019-02-20 09:00:00 +0000