Behavioural modelling and ALM

  • 3 days
  • Treasury and capital markets risk
View Agenda

Key reasons to attend

  • Manage interest rate risk in the banking book (IRRBB) with behavioural models 

  • Examine various approaches to non-maturity deposit (NMD) modelling 

  • Explore behavioural treatment of term loans for asset-liability management (ALM)

Find out more

Customised solutions

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Working with the portfolio of expert tutors and’s editorial team, we can develop and deliver a customised learning to make the most impact for your team, from initial assessment to final review. 

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About the course

This interactive learning event explores the role of behavioural models in the ALM space, with a particularly in-depth focus on NMD modelling. The expert instructors will provide insights into managing the key challenges of behavioural models and important considerations to make for practitioners.  

Participants will gain a solid understanding of how behavioural modelling informs FTP decisions, looking at NMDs, term loans and equity investments. Q&A sessions and case studies will be incorporated into the sessions to ensure participants leave the course with a comprehensive understanding of behavioural modelling and the skills to apply learned concepts to their own risk management practices.   

Flexible pricing options:

  1. Early-bird rate: book in advance and save $200 

  2. 3-for-2 group rate: book three delegates for the price of two and save more than $2,000 

  3. Season tickets: book a team of 10 or more and save up to 50%

Learning objectives

  • Discover how behavioural assumptions are critical to the management of IRRBB

  • Address challenges related to NMD modelling

  • Analyse NMD modelling in a negative interest rate environment

  • Manage the interest rate and credit spread risks of the banking book

  • Identify the key components in the balance sheet management process

  • Examine the role of behavioural models in funds transfer pricing (FTP) as a tool for interest rate risk management.

Who should attend

Relevant departments may include but are not limited to: 

  • Behavioural modelling

  • Deposit modelling

  • Asset-liability management (ALM)

  • Treasury

  • IRRBB 

  • Risk management

  • Liquidity risk


October 2–4, 2023

Time zones: Emea/Americas 


  • Introduction to interest rate risk in the banking book (IRRBB) and the role of behavioural models

  • Non-maturity deposit (NMD) modelling and liquidity, and interest rate risk metrics

  • NMD modelling: based and advanced modelling

  • IRRBB and credit spread risk in the banking book (CSRBB) framework 

  • Liquidity risk framework

  • Integrated balance sheet management framework

  • Behavioural treatment of NMDs for asset-liability management (ALM)

  • Behavioural treatment of term loans/deposits and equity for ALM

  • Behavioural models and fund transfer pricing (FTP)  

View detailed agenda


  • Dr Beata Lubinska, Treasurer, Allica Bank

  • Giovanni Campo, Head of ALM and liquidity risk competence line for international markets (Europe), Prometeia

Pre-reading materials

The resources below have been selected to enhance your learning experience:

A subscription will provide you access to these articles. Alternatively, register for free to read two news articles a month.


October 2–4, 2023

Online, Emea/Americas


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Enquire about:

  • Agenda and registration process
  • Group booking rates
  • Customisation of this programme
  • Season tickets options

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