Financial Engineering Workshop: Matteo Formenti (UniCredit)

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Workshop

Wed, Jan 29, 2020

5:40 PM – 7:15 PM (GMT+0)

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Bayes Business School, 106 Bunhill Row
2005

106 Bunhill Row, London EC1Y 8TZ, UK

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Registration

Details

Matteo Formenti, currently works in UniCredit Group managing the team in charge of executing and setting the Fund Transfer Pricing within the Italian bank and for the Group. He will be giving a seminar titled "The Behavioural Models: Non-Maturity Deposits and Prepayment" on Wednesday 29th January 2020 in Bunhill Row, room 2005. (Refreshments will be available in the room from 17:40).

Title

The Behavioural Models: Non-Maturity Deposits and Prepayment

Abstract

The activities of raising non-maturity deposits (NMDs) from and providing credit to customers are crucial to all banks. The NMDs can be withdrawn without short notice from client and the understanding of this behavior is crucial for the bank’s liquidity, interest rate risk management and the net interest income stabilization. At the same time, lending loans to client with the optionality to prepay foresees the bank’s need to forecast the clients’ behavior at the best.
 

Where

Bayes Business School, 106 Bunhill Row
2005

106 Bunhill Row, London EC1Y 8TZ, UK