The impact of the low interest rate environment on deposit repricing and risk models for banks

How representative is historical deposit repricing behavior for the coming years? And are traditional deposit model calibration techniques still useful in case of flooring effects? How can cutting edge technology and virtual modelling enable banks to navigate these largely uncharted waters?

ALM, Risk, and Treasury managers in the banking industry are invited to join a webinar organized by Zanders and MORS Software on this topic. We will show the recent market trend in deposit repricing, including floor modelling, and discuss various market practice calibration techniques for deposit risk management models. Learn how visualization of risk can enhance structural risk management at banks.

You have the opportunity to join in a Q & A and to learn from colleagues at different banks and in different markets. To secure your registration, please fill out the form below. You are also welcome to forward the invitation to any of your colleagues who might be interested.

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