Deposit Modeling: Applications in IRR, Liquidity Risk and FTP course 2017
Konferenzen > Business consulting Konferenzen > Deposit Modeling: Applications in IRR, Liquidity Risk and FTP course
May 2 - 30, 2017
New York NY , Vereinigte Staaten
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.
Ort
Location: Downtown Conference Center
Kontaktieren
157 William Street NY 10038 New York , USA
1-212-618-6990
Veranstalter
Incisive Media Investments Limited
Haymarket House
28-29 Haymarket
London SW1Y 4RX
United Kingdom
+44(0) 207 316 9000
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Deposit Modeling: Applications in IRR, Liquidity Risk and FTP course May 2 - 30, 2017