Behavioural modelling: NMDs and IRRBB

Enhance your knowledge of behavioural models and the application of NMDs and IRRBB within your organisation

Develop your knowledge of the utilisation of behavioural models in financial services through this practitioner led learning event.

Deep-dive into non-maturing deposit modelling (NMD) and IRRBB, learn the skills needed for the successful application of these behavioural models for ALM and balance sheet optimisation, fund transfer pricing, and prepayment models. The impact of low interest rates, and liquidity/interest rate metrics challenges makes ensuring best practice in behavioural models paramount within the treasury function.   

This course will explore in detail the key considerations and challenges when using behavioural models. Interactive, practical case study examples will support participants’ understanding as well as a live workshop to demonstrate theory in real-time.