When modeling Non-maturity deposits (NMDs) the Basel Committee suggests the following (see 31.109 of the guidelines):
Banks should distinguish between the stable and the non-stable parts of each NMD category using observed volume changes over the past 10 years. The stable NMD portion is the portion that is found to remain undrawn with a high degree of likelihood. Core deposits are the proportion of stable NMDs which are unlikely to reprice even under significant changes in the interest rate environment. The remainder constitutes non-core NMDs.
I found a bit of literature on how to distinguish between stable and non-stable portions. However, I found nothing on modelling core and non-core deposits. And given the defintion of core deposits and the current interest-rate environment in central Europe I think there are not so many analytical methods to distinguish. Does anyone have experience in modeling core-deposits and/or can point me towards literature?