Deposit Modelling, NMDs & the Treasury - Frankfurt
Day one of the course will comprise of an in-depth look at the regulatory overview of deposit modelling and the key considerations for non-maturing deposits modelling. The day will continue with sessions on modelling with liquidity risk and interest rate risk.
Day two will begin with best practice approaches and practical application of deposit models for your organisation before looking at stress testing frameworks and methods for stress testing products and NMD’s. The benefits of FTP will also be assessed before the course concludes with a look at data requirements for capturing deposit rates.
CPD / CPE 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.
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.