Behavioural modelling: NMDs and IRRBB

With this badge and completion of the course, this participant has learned to: - Identify the behavioural assumptions applied in the successful management of IRRBB - Describe best practices for developing a framework for NMD behavioural models - Access the impact of a low-rate environment on model behaviour - Understand the interaction of behavioural models and fund transfer pricing (FTP) - Apply the practical applications of behavioural modelling through case study examples - Discuss how to gain insight on banks’ recourse behavioural models from a focused IRRBB stress test