Deposit Modelling Frankfurt

An essential course to improve modelling techniques for deposits and NMDs in a low interest rate environment

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Deposit Modelling

In a low interest rate environment 

Frankfurt, March 4-5, 2020

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Engage with industry experts to discuss how a low interest rate environment is affecting approaches to deposit modelling. Delegates will be provided with in depth presentations addressing lack of appropriate data, the results of the EBA stress test and modelling options for NMD’s.

ALM and risk management professionals should attend this course to ensure they are dealing with this uncertain period with the most up to date information and expand their knowledge of existing modelling practices.

What Will You Learn?
  • How approaches to deposit modelling may change in a low interest rate environment
  • Expert reaction and thoughts on the 2019 stress test and look to 2020
  • Best practices to modelling NMD’s including how to capture the model risk
  • Data and IT considerations for balance sheet management
  • Where things can go wrong in the risk modelling process
  • How to model for liquidity risk including liquidity dynamics and steering

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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
  • Funds transfer pricing
  • Risk modelling

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CPD / CPE Accreditation

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CPD Accreditation

This course is CPD (Continued Professional Development) accredited and will allow you to earn up to 12 credits. One credit is awarded for every hour of learning at the event.

CPE Member

CPE Accreditation

This course is CPE (Continuing Professional Education) accredited and will allow you to earn up to 12 credits. One credit is awarded for every hour of learning at the event in accordance with the standards of the National Registry of CPE Sponsors.

Countdown to Course

04 March 2020
2020-03-04 08:30:00 +0000