Behavioural Modelling: NMDs and IRRBB

Risk Training
Course summary
Professional Training
8 hours
1,999 USD excl. VAT
Full time/part time
Online courses

Course description

Develop your knowledge of the utilisation of behavioural models in financial services through this 4-day practitioner led learning event.

With deep dives into non-maturing deposit modelling (NMD) and IRRBB, learn the skills needed for the successful application of these behavioural models for ALM and balance sheet optimisation, fund transfer pricing, and prepayment models. The impact of low interest rates, and liquidity/ interest rate metrics challenges makes ensuring best practice in behavioural models paramount within the treasury function.   

Delivered by leading expert,Dr Matteo Formenti, this course will explore in detail the key considerations and challenges when using behavioural models. Interactive, practical case study examples will support participants understanding as well as a live workshop to demonstrate theory in real-time. 

Suitability - Who should attend?

  • Behavioural modelling

  • Deposit modelling

  • ALM 

  • Treasury

  • IRRBB 

  • Risk management

  • Liquidity risk

Outcome / Qualification etc.

  • Identify the behavioural assumptions applied in the successful management of IRRBB

  • Describe best practices for developing a framework for NMD behavioural models

  • Assess the impact of a low-rate environment on model behaviour 

  • Understand the interaction of behavioural models and fund transfer pricing 

  • Apply practical application of behavioural modelling through case study examples

  • Gain insight on banks’ recourse behavioural models from a focused IRRBB stress test

  • Explain the impact of a low-rate environment on model behaviour

Course delivery details

Live Virtual training courses

Our live virtual training courses have been designed to engage and inspire you. Much more than a webinar, our approach includes:

  • Technical content compressed into 60-minute interactive sessions and spread out over two, three or four days
  • Facilitated collaboration including Q&A, interactive polling and group workshops
  • Live interaction with subject matter experts – get your questions answered in real time
  • Receive comprehensive course materials and supporting content from Risk.net to reinforce your learning
  • Stay connected with other learners and extend your network by joining our dedicated LinkedIn group for course participants

Why choose Risk Training

5,000+ Attendee's per year

500+ Companies per year

95% Satisfaction rate

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About provider

Risk Training - Financial Training 

Risk Training is a global training provider powered by the editorial excellence of Risk.net. Our online training courses provide practical guidance on the latest insights, innovations, and challenges across risk management, regulation, and derivatives. The interactive sessions are spread over...

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Risk Training

5th Floor, 133 Houndsditch
EC3A 7BX London

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