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Reform Support
© EU

Supporting reforms to develop well-regulated, stable and competitive financial markets

Funding Programme
  • 2017

Support to the Bank of Slovenia

The Commission supported the Bank of Slovenia in developing two models, one for liquidity and one for interest rate risk management of non-maturing deposits, to assess the bank’s asset liability management. The main goal of the project was to propose a supervisory tool and a challenger model to verify modelling assumptions used by banks. The development of the models included different phases:

  • collecting and analysing data;
  • developing the model, including the methodological set-up and model calibration;
  • validating and recalibrating the final design of the solutions and model documentation;
  • implementing the tool, including training and manuals.