Challenges in NMD modeling: Can Machine Learning provide a solution?

EBA’s recent heatmap publication reiterated the importance of modeling Non-Maturing Deposits (NMDs) in the context of balance sheet management. This on-demand webinar will explore the implications of this publication on NMD modeling, from the perspective of both interest rate risk and liquidity (risk) management. We will address common industry challenges and demonstrate how innovative Machine Learning techniques can provide a solution by enhancing segmentation strategies and the measurement of volume stability.

What you will gain from watching the recording:

Whether you’re focused on ALM modeling, IRRBB management, Treasury or Balance Sheet Management, this webinar offers up-to-date insights from both a regulatory and practical perspective.

• Learn about the implications of the recent EBA heatmap publication on NMD modeling practices
• Understand the role NMD models could play in liquidity (risk) management and performance measurement and allocation
• Get insight in the opportunities unlocked by applying Machine Learning techniques to enhance NMD segmentation

With NMDs playing a critical role in the bank’s balance sheet management, staying informed is more important than ever.