Deposit Modeling: Applications in Interest Rate Risk, Liquidity Risk and Funds Transfer Pricing 2017

Topics

• The Deposit Modeling Problem
• Overview of Balance Sheet Management
• Liquidity Risk Management Considerations
• IRR Management Considerations
• Budgeting/Forecasting
• Funds Transfer Pricing (FTP)
• The Deposit Model
• Regulatory Mandates
• Governance and Accountability

Who should Attend

Professionals within the financial industry who work on ALM and specifically deposit modeling.