Non-Maturity Deposits (NMD)
Survival and Liquidity Forecasting
Non-Maturity Deposits (NMD Platform)
Survival & Liquidity Forecasting
A bank-focused SaaS application for modelling non-maturity deposits
using transparent behavioral logic, regulatory-style stability caps
and controlled shock scenarios.
Designed for Treasury, Liquidity and Balance Sheet teams that require
defensible NMD assumptions and audit-ready analytical outputs.
What the NMD Platform Supports
The NMD Platform supports banks and regulated financial institutions in:
- Estimating the behavioral stability of retail and wholesale non-maturity deposit balances
- Applying segment-based stability caps consistent with supervisory practice
- Assessing the impact of a one-month interest-rate shock scenario
- Producing structured Excel and Word outputs suitable for management, ALCO, Risk, and Internal Audit
The platform is designed for
forward-looking analysis and planning.
It helps treasury and balance sheet teams evaluate how non-maturity
deposit balances may behave under changing interest rate conditions
and stability assumptions.
Who It’s For
The NMD Platform is designed primarily for:
- Banks and Islamic banks (Treasury, Liquidity, ALM, Finance)
- Regulated financial institutions with material NMD portfolios
- Risk and Finance teams supporting internal or regulatory reporting
- CFO / CRO / ALCO support teams requiring fast, transparent “what-if” views
The platform is most relevant for institutions that already hold
non-maturity deposit balances and need to convert those balances into structured behavioral stability assumptions and scenario
impact analysis — without building an internal modelling engine
from scratch.
Key Capabilities
1. Behavioral Stability & Regulatory-Style Caps
- Distinguishes retail and wholesale NMD segments
- Applies configurable stability caps consistent with common supervisory logic, for example:
Retail: capped at 90%
Wholesale: capped at 70%
- Displays both raw behavioral stability and capped stability, allowing users to clearly explain and document adjustments.
2. One-Month Shock Scenario
- Simulates a one-month interest-rate shock (e.g. +100bps, +300bps)
- Applies the shock only to the first forecast month, reverting to the base path thereafter
- Highlights incremental impact over the shock period
The scenario is designed as a transparent stress overlay, not a black-box stress model.
3. Practical Horizon Guidance
The platform embeds commonly observed behavioral horizon guidance such as:
Retail NMDs: typically up to 5 years
Wholesale NMDs: typically up to 2 years
- Guidance values can be adjusted to reflect the institution’s own framework
- The platform supports discipline and consistency without dictating policy
4. Structured Excel & Word Outputs
Excel outputs
- detailed tables covering stability assumptions
- caps and adjusted stability
- run-off calculations
- base vs shock forecast paths
Word outputs
Narrative-style reports including:
- stability assumptions and caps
- key findings and observations
- shock impact highlights
- interpretation notes for ALCO, management and risk teams
Outputs are designed to be printable, shareable and reviewable — not simply system screenshots.
Governance, Risk & Supervisory Use
Non-maturity deposit modelling supports liquidity governance, interest-rate risk oversight, and balance-sheet resilience.
The NMD Platform is designed for controlled model use within Treasury, ALM and Risk functions.
Key governance features include:
- Explicit assumptions — stability caps, horizons and shock inputs are clearly documented
- Traceable model runs — each forecast can be reviewed and reproduced
- Structured outputs — reports suitable for ALCO, Risk committees and supervisory discussion
The objective is not only forecasting accuracy, but institutional defensibility.
How the Platform Is Typically Used
1. Upload NMD Data
- Standard Excel or CSV format with basic fields such as date, segment, balance and currency.
2. Set Assumptions & Shock Parameters
- Define stability caps, shock size and horizon guidance as appropriate.
3. Run Analysis
- Base and shocked forecast paths are calculated with full transparency.
4. Export Outputs
- Excel outputs for analysis and modelling; Word reports for governance, ALCO or documentation use.
NMD Platform Demonstration
Regulatory & Model-Risk Disclosure
The NMD Platform is not positioned as a regulator-approved model.
It is an internal analytical support tool that:
- documents NMD behavioural stability logic
- makes stability caps and horizon assumptions explicit
- produces repeatable, versioned analytical outputs
- supports internal governance, review, and documentation
Institutions remain responsible for final calibration, assumptions, and regulatory communication.
Access
Access to the NMD Platform is provided under applicable bank-focused SaaS plans.