Behavioural models for non-maturing deposits
Core and volatile decomposition, decay and runoff profiles, and repricing behaviour, estimated from your own deposit history and segmented by depositor type.
Advisory
Liquidity risk modelled on how deposits behave, not how they mature.
Behavioural models for non-maturing deposits, liquidity stress testing, and the ILAAP document — built on what your depositors actually do.
Context
What you are facing
Your largest funding source has no maturity date.
Current and savings accounts are contractually repayable on demand and behaviourally nothing of the sort. Treat them as overnight and your liquidity gap is alarming and useless. Treat them as stable and you have assumed away the risk you were asked to measure. The answer sits in your own data — which portion of the balance has never moved, how quickly the volatile portion runs off under stress, and how that differs between a retail depositor and a corporate one.
Most institutions in this region have that data and have never modelled it. The ILAAP then rests on an assumption nobody has tested.
Deliverables
What we deliver
Concrete outputs, not activities.
Liquidity stress testing
Idiosyncratic, market-wide and combined scenarios, run through to a survival horizon rather than a ratio.
Counterbalancing capacity assessment
What is genuinely available under stress, after encumbrance and haircuts, and how quickly.
Depositor concentration analysis
Because in most institutions here the largest twenty depositors are the liquidity risk.
Regulatory ratio analysis
Liquidity coverage and net stable funding, and the behavioural assumptions underneath them.
Contingency funding plan linkage
So the plan connects to the triggers the stress test produces.
The ILAAP document
With the modelling evidenced rather than asserted.
Methodology
How we work
Step 01 of 04
01
Discover
Deposit history, depositor segmentation, and the assumptions your current framework relies on.
Jurisdiction
Delivered under Bank of Uganda and Bank of Tanzania liquidity requirements, and applicable under CBK, BNR, the Bank of Botswana and the Bank of Zambia.
Where we have done this
At four Ugandan institutions
Behavioural deposit models, liquidity stress testing and the ILAAP document, for commercial banks, a microfinance bank and a microfinance institution — three quite different funding profiles under one supervisor.
At a tier-one bank in Tanzania
Delivered alongside the ICAAP, on a materially larger balance sheet.
Related services
The deepen motion — where existing clients extend.
Next step
Start with your deposit book.
If you have two years of daily or monthly deposit balances by account type, there is a behavioural model in it. Tell us what you have and we will tell you what can be built from it.