Advance Behavioural modelling: NMDs and IRRBB Masterclass
We provide platform for Public training, In-house, to all clients and individual who seek to learn and educate.
Course Overview
In today’s rapidly evolving financial landscape, understanding and managing Interest Rate Risk in the Banking Book (IRRBB) has become more critical than ever for banks and financial institutions. With fluctuating interest rates, regulatory changes, and increasing market volatility, IRRBB poses significant challenges that can impact a bank’s profitability, capital adequacy, and overall risk profile.
In the BIZENIUS Masterclass, the consultant will demonstrate a behavioral model for NMDs that he designed and has implemented at several institutions. The model produces monthly ALM feeds which are derived from vintage-level decay functions, rate betas and a dynamic measure of balance volatility. This masterclass provides a comprehensive overview of the BCBS framework and looks at implementation approaches. Discussion will be encouraged between participants on how IRRBB is implemented in their banks and issues they face.
BENEFITS OF ATTENDING
- Optimise asset-liability management (ALM) with NMD modelling
- Examine the role of behavioural models in funds transfer pricing (FTP)
- Apply models to diverse interest rate environments
- Analyse the impact of prepayment options on IRRBB
- Use behavioural models in stress-testing scenarios
- Gain insights into behavioural model validation
- In-Depth Analysis of Risk-Free Rates and Yield Curves
- Insight into Behavioural Assumptions and Advanced Risk Management
- The ultimate challenge for ALCO
- Deposit behaviors in an inflationary environment
- Review practical examples which highlight the need for comprehensive and well-considered NMD modelling practices.
- Review of risk and profitability management concerns
- The case for aligning strategic balance sheet and risk management function
- IRR metrics: NII, Duration of Equity, GAP report
- Rules of the game; transferring IRR and LR from the business units to a central mismatch center
- Back-testing and monitoring of critical behavioral assumptions for deposits
- The challenge of anticipating and managing through regime shifts
- The balance of power- executive compensation and incentive compatibility
- Expertise in Financial Instruments and Hedging Strategie
- Holistic Approach to IRRBB Measurement and Management
WHO SHOULD ATTEND
- Risk Team
- Treasury Team
- Capital Management Team
- ALM professionals
- Credit Risk Team
- Cash Managment Team
- Finance professionals
- Accounting professionals
- ICAAP and ILAAP Team
- Business Heads
- Risk Management
- Operational Risk Management
- Accounting professionals
- Bank supervisors
- Behavioural modelling
- Deposit modelling
- Financial Controllers
- ALCO Professionals
- Corporate Treasurers
- Recovery and Crises Management
- Investment Managers
- Auditors
- Financial Analysts
- IRRBB
- Risk management
- Liquidity risk
- Finance and strategy planning
- Product development
- Accountants and Finance Staff
IN-HOUSE
Our Tailored Learning Offering
Do you have five or more people interested in attending this course? Do you want to tailor it to meet your company’s exact requirements? If you’d like to do either of these, we can bring this course to your company’s office by offering our classroom program or LIVE Online. You could even save up to 50% on the cost of sending delegates to a public course and dramatically increase your ROI.
Top Quality
From the Boardroom to the front line, we can deliver engaging, multi-faceted learning programmes that will nurture the skills needed to fast-track development and enable teams to flourish.
Best Way
We combine the right blend of formal, informal, online and classroom techniques to increase your employees’ knowledge retention, drive collaboration, and create social learning communities.
top courses
REQUEST A CALL BACK FOR IT SOLUTION
Trusted Clients
Amazing Experience
"We worked with BIZENIUS for our Fresh Graduates Program thru one of our clients. I must say that they are simply amazing. At each step of the sessions, Knowledge Transfer and Practical Learning were emphasized upon, with daily evaluations to verify learning. Happy to say that we are so happy that our partners chose BIZENIUS to deliver this critical session for us. Looking to work together in future."
Sustainable Relationship with BIZENIUS
“It is always a pleasure to work with BIZENIUS. We have been partnering with BIZENIUS since 2016 and we see improvements with each session. The courses are highly Interactive, and their lecturer’s makes it easy to understand the materials. We look forward to working with BIZENIUS on a variety of courses. We are happy with the way this relationship has evolved.”
Practical Approach, Hand on Learning.
“BIZENIUS organized NEBOSH Oil and Gas Certificate for us. The sessions in the preparatory training were well complimented with real life case studies and practical examples. We enjoyed the 5 days training session leading up to the examination. Everything was organized with meticulous details to ensure a great learning experience and success at the examination. Thank you.”
Relevant and Well Organized.
“The training was very well organized. The content was very relevant to my role. The interactive discussion was encouraged, and the trainer was also very knowledgeable of the subject matter. I would recommend this training to all who are involved at some stage of Risk, ICAAP or ILAAP.”
