Deposit Modelling

An essential course to address the recent and longstanding challenges associated with deposit modelling.

About the course

Join us on this online course and learn from industry experts about how a negative interest rate environment will affect approaches to deposit modelling.

This fully online training will comprise of two 60 minute engaging presentations per day including the opportunity for discussion and Q&A. Delegates will be provided with in-depth presentations that address the current accumulation of deposits and the associated liquidity risk, the lack of historic data and the ESG impact on different risk areas.

ALM and risk management professionals should attend this course to ensure they are tackling this unprecedented period with best practice approaches and the ability to evaluate whether current modelling techniques are appropriate.

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What will you learn?
  • The regulatory outlook for deposit modelling and the associated challenges
  • Best practice approaches to modelling NMD’s including how to capture model risk
  • How to navigate the data challenges associated with deposit modelling
  • Understand deposit modelling in a negative interest rate environment
  • Address the challenges associated with the recent accumulation of deposits
  • How recent innovations in online banks has affected deposit modelling
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Sessions Include
  • Regulatory overview, governance and key considerations
  • Non-maturing deposits modelling
  • Liquidity risk modelling
  • Negative interest rate environment – interest rate risk modelling
  • Addressing the associated challenges of a recent accumulation of deposits
  • Electronic bank innovations – the effect on deposit modelling
  • Data challenges
  • The infrastructure and the governance of data-aggregation and risk modelling processes

 

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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
  • Risk modelling
Pricing Options

We offer flexible pricing options for this course:

  • Early bird rates - save up to $500

  • Group booking rate - save over $1500

  • Subscribe to receive Risk Training updates and avoid missing out on additional savings 

Csaba Burger

Data Science Advisor

Magyar Nemzeti Bank

Live Virtual training courses

 

Our live virtual training courses have been designed to engage and inspire you. Much more than a webinar, our approach includes:

  • Technical content compressed into 60-minute interactive sessions and spread out over two, three or four days

  • Facilitated collaboration including Q&A, interactive polling and group workshops

  • Live interaction with subject matter experts – get your questions answered in real time

  • Receive comprehensive course materials and supporting content from Risk.net to reinforce your learning

  • Stay connected with other learners and extend your network by joining our dedicated LinkedIn group for course participants