About the Course

About

About the Course

Risk training’s two day course returns to London to provide a key insight into deposit modelling and the treasury, and considers the links between interest rate risk, liquidity risk and funds transfer pricing. The course will also focus on best practice approaches to modelling non-maturity deposits, an overview of non-dated liabilities and cash management.

Day one of the course will comprise of sessions taking an in-depth look at the regulatory overview of deposit modelling and the key challenges of modelling NMDs. The day will continue with sessions on IRRB and FTP.

Day two will look at liquidity risk, followed by modelling non-maturity deposits and applications of pillar II. The course continues with balance sheet optimisation before concluding with and overview of risk governance and who should be responsible for governing risk strategies.