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Deposit Modelling London 2017

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Radisson Blu Edwardian Bloomsbury Street Hotel

9-13 Bloomsbury St

London

WC1B 3QD

United Kingdom

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Sales Have Ended

Registrations are closed
Thank you for registering. You will be emailed your confirmation details shortly. Please note that by agreeing to our event terms and conditions, we reserve the right the cancel your registration at any point, in the event that you are found to be ineligible for the ticket type you have applied for If you have any queries please contact cs@incisivemedia.com
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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.

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Date and Time

Location

Radisson Blu Edwardian Bloomsbury Street Hotel

9-13 Bloomsbury St

London

WC1B 3QD

United Kingdom

View Map

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