Advanced Behavioural Modelling: NMDs and IRRBB Masterclass
Behavioural modelling for non-maturity deposits and IRRBB — build, validate and back-test the assumptions that decide your NII, duration of equity and gap risk.
Format
Classroom · Live Virtual
Upcoming sessions
Pick a session to applyADMISSIONS OPENThe programme
The most consequential numbers in an IRRBB framework are assumptions: how non-maturity deposits behave when rates move, when borrowers prepay, and how those behaviours shift in an inflationary environment. Get them wrong and NII forecasts, duration of equity and gap reports are fiction. This masterclass takes behavioural modelling seriously — building NMD models for ALM and funds transfer pricing, analysing prepayment options, and applying models across diverse interest-rate environments. It covers risk-free rates and yield curves, transferring interest-rate and liquidity risk from business units to a central mismatch centre, and the validation and back-testing that keep critical deposit assumptions honest. The cohort works through stress-testing applications and the alignment of strategic balance-sheet management with the risk function.
What you will do
Who attends
- Heads of ALM, treasury and balance-sheet management
- Risk, ICAAP and ILAAP teams
- ALCO members and corporate treasurers
- Finance, accounting and financial control professionals
- Bank supervisors and deposit-modelling specialists
Programme agenda
Built for the decisions no textbook prepares you for
I.Deposit behaviour and NMD modelling
- Non-maturity deposit characteristics and modelling approaches
- Deposit behaviour in an inflationary environment
- Behavioural assumptions and where they break
II.IRRBB measurement
- NII, duration of equity and the gap report
- Risk-free rates and yield curves
- Prepayment options and their IRRBB impact
III.Transfer and steering
- Behavioural models in funds transfer pricing
- Transferring IRR and liquidity risk to a central mismatch centre
- The ALCO challenge: strategy and risk in one frame
IV.Validation and stress testing
- Behavioural models in stress-testing scenarios
- Back-testing and monitoring of deposit assumptions
- Behavioural model validation
Frequently asked
Do these programmes cover the Basel III final reforms and the ICAAP/ILAAP cycle?
Yes. The BIZENIUS banking curriculum is built around the Basel III endgame, ICAAP, ILAAP, IRRBB, IFRS 9 provisioning, stress testing and BCBS 239. Participants leave able to quantify the output floor on their own portfolios, write capital and liquidity documents that withstand supervisory review, and defend the numbers to their board.
Are the programmes adapted to regional supervisors such as SAMA, CBUAE or BCEAO?
Casework is built around supervisory documents rather than textbook theory, and faculty include former practitioners who have sat on both sides of an examination. Programmes address the questions SAMA, CBUAE, BCEAO and other home regulators actually put to the desk, and an in-house edition can be tailored to a single jurisdiction.
How do I secure a seat on a banking programme?
Apply for a seat or request the brochure from the programme page. A senior practitioner — not a sales team — responds within one business day, and the brochure arrives with that reply. BIZENIUS runs on enquiry: there is no online checkout.
Can a programme run in-house for our bank?
Every BIZENIUS programme can be delivered in-house, tailored to your balance sheet, your regulator and your data, in English or French. Many institutions start with an open cohort, then commission a private edition for the wider team.
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In their words
Knowledge transfer, emphasised throughout
“We worked with BIZENIUS for our Fresh Graduates Programme — they are simply amazing. Knowledge transfer and practical learning were emphasised throughout.”
Kuwait Investment Authority
From the Mandate Record
Mandate № 01 · Africa
The training programme that became national regulation
What the team mastered, the regulator wrote into the rulebook.
Open the dossier →
The Capability Arc™
Fix it · Advisory
Interest-Rate Risk in the Banking Book
Measurement, limits and hedging the board can defend.
Automate it · Smart IT
BIZENIUS Accord
The licensed platform — 17 engines, Basel I to 3.1, on-premise.
Learning is one point on the Capability Arc. Many institutions pair this programme with the advisory engagement — and automate what the framework demands.
Teams from these institutions train with BIZENIUS
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Take the brochure with you.
One request — the full agenda, the faculty and the next cohort dates, sent personally by the admissions team.