Who should attend

Target group

  • ALM/Treasury Managers and Professionals: Individuals responsible for managing a bank’s funding, liquidity, and balance sheet optimization.

  • Risk Managers: Professionals focused on ensuring compliance with regulatory frameworks and managing financial risks through effective FTP strategies.

  • Financial Analysts and Controllers: Analysts and controllers who need to understand the impact of FTP on profitability and financial decision-making.

  • Bank Executives and Strategists: Senior bank officers involved in strategic planning and decision-making who need to grasp FTP's role in shaping financial policies and strategies.

Course Description

NMD Modelling for ALM and Planning

Non-maturing deposits (NMDs) are one of the most critical — and most complex — components of bank balance sheet management. Their behavioural nature directly impacts liquidity risk, interest rate risk, and profitability metrics such as NII and EVE. This practical course provides a structured and hands-on approach to NMD modelling, combining conceptual understanding with real-world implementation. Participants will learn how to separate volume behaviour from repricing dynamics, build replication portfolios, and translate behavioural assumptions into ALM and FTP frameworks. Through Excel-based exercises and a practical QuantPlan case study, the course demonstrates how to construct maturity and repricing profiles, apply core vs non-core segmentation, and assess model robustness under different scenarios. By the end of the session, participants will understand how to design, validate, and interpret NMD models in a way that supports decision-making, improves balance sheet steering, and meets governance and regulatory expectations.
Enroll Now

Content

Introduction & Objectives

Why it matters: NMD assumptions drive ALM risk and planning results.

What we build: behavioral maturity + repricing profiles (replication portfolios).

Practical output: Maturities set → liquidity premium + IR sensitivity set → product FTP assigned

Validation on real-bank use cases with QuantPlan system.

NMD modelling foundations (what we model and why)

Core vs non-core intuition (stickiness = stable balances; volatility = balances that move/leave quickly)

Separating two dimensions: (1) volume behavior (how long money stays); (2) repricing behavior (how customer rates react to market moves / higher funding costs)

Model risks: maturities too long, repricing assumptions wrong, unstable results across samples, and weak performance under stress (outflows + faster repricing)

Hands-on in Excel: Liquidity / Maturity modelling (Liquidity risk)

Required inputs & data sanity checks (history length, granularity, outliers)

Updating curves + interpreting historical volume behavior

Choosing confidence interval, mapping/modelling horizon

Building the maturity replication portfolio (with realism constraints)

Reading and explaining results (summary + interpretation)


Hands-on in Excel: Interest-rate commitment / Repricing (IR risk)

Data requirements: historical customer rates and the corresponding FTP/reference rates are needed to calibrate margin stability

IR commitment: how behavioral repricing drives stable profitability (margin stability)

Selecting an optimization approach to minimize margin volatility (practical comparisons)

Building the interest rate replication portfolio

Critical consistency check: IR profile must not exceed LQ profile maturity

QuantPlan ALM Practical Lab: Real-bank NMD modelling

Scenario simulation of an NMD product: comparison of three practical modelling views (attrition/run-off, average balance, core/non-core split) and step-by-step setup of a multi-factor approach in the planning tool.

Planning view: scenario impacts on interest expense / margin and NII, incl. interest-rate moves, non-core outflows, and selected macro/micro drivers.

Advanced use case: translating the multi-factor setup into clear planning inputs/outputs (Excel in/out) and interpreting the behavioral results consistently.

Conclusion / governance: what to document — assumptions → calibration → outputs → planning interpretation (governance-ready).

Final Takeaways and Q&A

Course curriculum

    1. About Bearning

      FREE PREVIEW

    2. About QuantPlan

      FREE PREVIEW

    3. Studying with Bearning

      FREE PREVIEW

    1. Downloads

    2. Webinar Presentation

    1. Webinar Agenda

    2. NMD Modelling for ALM nad Planning (Part 1) - Webinar Recording

    3. NMD Modelling for ALM nad Planning (Part 2) - Webinar Recording

    1. ALM_IRLQ Excel Model (Description)

      FREE PREVIEW

    2. ALM_IRLQ Model - NMD/NMA modelling (Download)

    1. Before you go, please share your opinion

    2. More resources for you

      FREE PREVIEW

About this course

  • €615,00
  • 12 lessons
  • 3 hours of video content

Instructor

CEO, Bearning Martin Macko

Martin started his career in banking in 1994 as an MM&FX Treasury trader. Later he was appointed Treasury Director and Chairman of ALCO at a subsidiary of an international banking group. In 2007, Martin founded a consulting company. Later, Bearning expanded its activities to include professional banking education in the areas of ALM & Treasury, financial markets, risk management, fintech and digitalization. Martin holds several degrees and qualifications: Ing. (equivalent to M.Sc.) from the Slovak Technical University, ACI Dipl. (ACI Dipl.) from the Financial Markets Association, Financial Modeling & Valuation Analyst (FMVA)® and Certified Banking & Credit Analyst (CBCA)™ and Capital Markets & Securities Analyst (CMSA)® from the Corporate Finance Institute.

Founder of QuantALM Michal Lopušan

Michal graduated from Comenius University in 2005 with a degree in economics and financial mathematics. Since graduation he has worked for an international banking group in Central Europe as an ALM analyst. In 2009 Michal co-founded QuantALM - Quantitative Asset Liability Management team that developed the QuantPlan tool - a strategy and scenario based modelling system that banks can use to plan and manage their balance sheets. In addition, Michal broadened his education and is a CFA charterholder.

What makes this course different

Focus on real client behaviour, not static assumptions | Combines liquidity, IRR and planning perspectives | Hands-on modelling in Excel and real ALM tools

Enroll today

You might also be interested in

complementary or preparation courses

  • €246,00

    Banking and Financial Management (Bundle - 7 E-learning courses)

    suitable as complementary e-learning and for obtaining certificates
    Sign Up

  • €2.370,00

    ALM Masterclass (Live)

    suitable to understand financial bank management with our Excel model SimBa (Simulated bank)
    Sign Up

  • €2.500,00

    Consulting & Mentoring

    suitable for improving processes in your institution after the workshop
    Buy Now

  • €615,00

    FTP & Quantitative Planning Explained (Recording + Excel Model + Documenation)

    Webinar Recording and related materials
    Buy Now