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Deposit Decay and Beta Estimation

Novantas Webinar

Recording Available Upon Request

Steve Turner, Managing Director, Novantas, Inc.
Wes West, Managing Director, Novantas, Inc.

Asset/liability managers must estimate deposit balance and rate behavior in varying wholesale market rate scenarios for interest rate risk and liquidity management. In addition, these estimates often support business line forecasting, funds transfer pricing, and stress testing.

To meet these needs, asset/liability managers use deposit decay and beta estimates. New approaches which use modeling based on advanced time series and survival-oriented statistical techniques are changing the way that these estimates are created.

THIS WEBINAR WILL COVER:

  1. What we see as the critical challenges in estimating deposit behaviors for asset/liability management, stress testing, and strategic planning
  2. Advanced techniques for decay and beta modeling
  3. Building macroeconomic and interest rate sensitivity into decay models
  4. Effective implementation of modeling results into balance sheet management

For more information, contact Novantas Marketing

+1 (212) 901-2772


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