Deposit Modeling, NMDs and the Treasury, New York

Risk's two day training course provides a key insight into deposit modelling, the treasury and considers the links between interest rate risk, liquidity risk and funds transfer pricing.


Deposit Modeling, NMDs and the Treasury

New York, 28-29 August 2019

View agenda here  Register here

This two day training course will build a strong foundation in deposit modeling, non-maturity deposits (NMD) and the treasury by examining its theory, technical approaches, impact on the treasury and modeling tools in practice.

Led by top practitioners in the financial industry the course will provide delegates with best capabilities of deposit modeling techniques, the links between interest rate risk, liquidity risk and funds transfer pricing, and how to overcome the challenge of modeling NMDs and more.

What Will You Learn?
  • In-depth understanding about deposit modeling, non-maturity deposits (NMD) and the treasury
  • The evolution of IRR, FTP and liquidity risk regulatory guidance, modeling techniques and risk metrics 
  • Different model types and the importance of good data
  • Best practices in optimizing your balance sheet management
  • Stress testing frameworks and strategies
  • How to model interest rate risk and liquidity risk
  • The implementation of a comprehensive funds transfer pricing (FTP) framework
  • Best practice approaches to modeling non-maturity deposits
Who Should Attend?

Relevant departments may include but are not limited to:

  • Deposit modeling
  • Asset & liability management
  • Treasury risk
  • Balance sheet management
  • Interest rate risk
  • Liquidity risk
  • Funds transfer pricing
  • Risk modeling
  • Risk management
Sessions Include
  • How We Got Here: The Evolution of IRR, FTP and Liquidity Risk
  • Different Approaches to Deposit Modeling
  • Balance Sheet Optimization 
  • Stress Testing - Best Practices
  • A deeper dive on IRR 
  • The Problems of Risk and Profitability Management 
  • Funds Transfer Pricing – The Secret to a Meaningful Story of How a Bank Makes Money
  • Modeling Non-maturity Deposits to Align Risk and Profitability Management 

55 Broad Street

55 Broad Street, 22nd Floor

Financial District

New York, NY 10004