Deposit Modelling Frankfurt

Hear from senior practitioners and learn best practice approaches for deposit modelling through various treasury functions including FTP, IRR & liquidity

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Deposit Modelling

Non-Maturity Deposits & the Treasury

Frankfurt, March 4-5, 2020

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Join us for our first deposit modelling training in Frankfurt this September. Providing delegates with key insights into deposit modelling, this course will consider modelling options for treasury functions such as FTP, IRR & liquidity.

What Will You Learn?
  • The role of the deposit model and key challenges 

  • Best practice approaches to modelling non-maturity deposits

  • How to model for interest rate risk and liquidity risk

  • Stress testing frameworks and approaches to stress testing NMDs

  • How FTP affects deposit models and modelling for NMD balance sheets

  • Data and IT considerations for balance sheet management

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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

  • Risk management

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Course Highlights
  • Regulatory overview, governance and key considerations 

  • Non-maturing deposits modelling 

  • Liquidity risk modelling 

  • Interest rate risk modelling 

  • Risk and capital models for NMDs – beyond regulatory stress testing 

  • Stress testing 

  • Funds transfer pricing 

  • The infrastructure and the governance of data-aggregation and risk modelling processes 

View course agenda

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