Seminar · New York
Deposit Modeling: Applications in IRR, Liquidity Risk and FTP course
Business consulting
Key numbers
- Editions on record
- 1first in 2017
About Deposit Modeling: Applications in IRR, Liquidity Risk and FTP course
In this course, we discuss a number of risk and profitability management problems which require explicit assumptions about the behavior of NMDs: Interest Rate Risk, Liquidity Risk and Funds Transfer Pricing (FTP). We propose a modeling framework which includes a well-constructed FTP process for ensuring that that measures of value are consistent with the perceived duration and liquidity value used in IRR and LR management exercises. Integral to this framework is a rigorous governance process which ensures that changes in behavior are quickly recognized; behaviors are either modified or risk and profitability measures are recalibrated.
From our listing of this edition. Details may have changed since.
Editions
| Year | Dates | Where | Exhibitors | Visitors |
|---|---|---|---|---|
| 2017 | 2–30 May 2017 | Downtown Conference Center New York | — | — |
Past editions from the bvents archive (2008–2019) and organiser figures where they were published.
Questions
When is Deposit Modeling: Applications in IRR, Liquidity Risk and FTP course?
The next dates haven't been confirmed. The last edition we have on record was 2–30 May 2017.
Where is it held?
The last edition we have was at Downtown Conference Center, New York.