About the Event
Risk's two day training course will provide delegates with key insights into deposit modeling and options for treasury functions such as FTP, IRR & liquidity.
Day one of the course will comprise of sessions looking at the evolution of regulatory guidance, modeling approaches and risk metrics, and delve into balance sheet management, various approaches to deposit modeling and applications of stress testing.
Day two will continue with a focus on examining the problems of risk and profitability management, how IRR and LR is managed and its impact on business unit and product earnings. We then have a deep dive into FTP, how ALM can be enhanced and how finance is empowered to hold ALCO accountable for IRR- and LR-related earnings.
The course will conclude with a session on the challenge of modeling non-maturity deposits and will demonstrate an approach to modeling NMDs that simultaneously produces estimates of re-pricing, liquidity cash flows, and FTP rates.