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

Deposit Modelling
2021| Live Virtual |
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.

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

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

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:
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Early bird rates - save up to $500
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Group booking rate - save over $1500
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Subscribe to receive Risk Training updates and avoid missing out on additional savings
Confirmed Speakers

Csaba Burger
Data Science Advisor
Magyar Nemzeti Bank

Nina Schweighofer
Senior team lead
ECB
Dr. Nina Schweighofer works as senior team lead banking supervision at the ECB with more than 15 years industry experience. After finishing her studies in 2006, she has been working in academia, and then for a large European banking group in managing credit-, market- and liquidity risk with key components such as regulatory compliance, RWA, valuation methodologies, IPV and valuation adjustments. From 2016 to 2018 she spent two years at the European Investment Fund in Luxemburg before joining the Banking Supervision arm of the ECB in 2018. She has a proven track record in leading successful teams of highly qualified experts and managing complex projects in particular with regards to development and successful implementation of process improvements and data driven IT tools.
She holds a PhD in Mathematics as well as Global Executive Master of Business Administration (MBA).

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:
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Technical content compressed into 60-minute interactive sessions and spread out over two, three or four days
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Facilitated collaboration including Q&A, interactive polling and group workshops
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Live interaction with subject matter experts – get your questions answered in real time
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Receive comprehensive course materials and supporting content from Risk.net to reinforce your learning
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Stay connected with other learners and extend your network by joining our dedicated LinkedIn group for course participants
Hear from participants of our live online courses
No distractions that might come from an in-person setting. I had the luxury of quickly multitasking work in the 15-min break, my questions were addressed because they were documented in the chat, etc. It seemed more inclusive'
The Corporation for Interest Rate Management
The online operational risk training course was great, I really got some inspiration to how the risk management department could develop.
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Spar Nord
It is a more relaxed atmosphere when I can attend virtually, and the setup worked very well
Red Winter Capital
Course was passionately led by practitioner's with expert knowledge in the field
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Peoples Trust Company
The easiness of it. No need to travel to another country and all the positives that comes with it: time management, environmentally friendly, less expensive (days in a hotel, eating out, etc.), still get to have a full work day before the training'
European Bank
The training was clear with lots of good examples we can work on at home
LMRKTS
It's easy to ask questions via chat, it's easy to see and we can attend from home
American Bank
The courses are tailored to the knowledge level of the audience. This ensures that all attendees get the maximum benefit from the course.
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Canada Life
Well organised, on time, actually easy to interact with the lecturer
Risk management company