Deposit Modelling, NMD’s & the Treasury 2019 | Risk.net | 20 February 2019 | DoubleTree By Hilton Amsterdam Centraal Station, Oosterdoksstraat 4, Amsterdam, 1011 DK, Netherlands

Our Deposit Modelling training is coming to Amsterdam for the first time in February. Providing delegates with key insights into deposit modelling, this course will consider modelling options for treasury functions such as FTP, IRR & liquidity.

Day one of the course will comprise of sessions taking an in-depth look at the regulatory overview of deposit modelling and the key data requirements for capturing deposit rates. The day will continue with a session on FTP and a look at varying approaches to deposit modelling.

Day two will continue with a focus on interest rate risk modelling, applications of stress testing and modelling liquidity risk. The course will conclude with a session on how to model NMD’s with stochastic interest rates.

2019 Speakers

Bert-Jan Nauta
Cluster Lead Interest Rate and Liquidity Risk Modelling, ABN AMRO

Alper Demir
Head of Treasury, Garanti Bank N.V

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Vera Economou Senior Liquidity Risk Manager, Raiffeisen Bank International AG

Leonard Hugenholtz
Financial Risk Manager, Brand New Day

Tom Dewyspelaere
Head of Integrated Risk Modelling, Belfius

Dieter Van Welden
Quantitative Analyst Integrated Risk Modelling, Belfius

Stratos Nikolakakis
Head of Risk Methodology in Model Validation, Rabobank

Roald Waaije
Director, Risk Advisory, Deloitte

Bauke Maarse
Manager, FRM, Deloitte

Juan G. Cascales
Partner, Management Solutions