Non-Maturity Deposits
Webinar Date: October 13, 2016

Given how the last decade’s interest rate environment has disguised potential rate exposure lurking on the horizon, it is critical that financial institutions maintain a strong and effective ALM framework and IRR management program that helps mitigate exposure. Robust analysis and measurement of IRR underscore these programs and require accurate data, reliable assumptions and a dynamic process that involves constant testing and model enhancement. Accurately estimating non-maturity deposit price elasticity will enable you to manage interest rate risk more effectively and ultimately enhance your institution’s risk-adjusted earnings.

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