About the Course

About

About the Course

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.