Deposit Modelling Amsterdam

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


Deposit Modelling, NMD’s & the Treasury


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Providing delegates with key insights into deposit modelling, this course will consider modelling options for treasury functions such as FTP, IRR & liquidity.

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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 NMD’s

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

  • Data and IT considerations for balance sheet management and modelling

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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 ModellingInterest Rate Risk Modelling 

  • Best Practices and Practical

  • Stress Testing 

  • Funds Transfer Pricing

  • IT and Data Considerations

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DoubleTree By Hilton Amsterdam Centraal Station

Oosterdoksstraat 4, Amsterdam, 1011 DK, Netherlands

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