Book a Demo
NSFR Explained: What It Is and Why It Matters for Banking Regulation
Since its introduction, alongside the LCR, the Net Stable Funding Ratio (NSFR) has gained prominence among regulators and banks worldwide, including...
Future Finance Review
Explore thought leadership, data-driven analysis and practical frameworks that turn balance sheet complexity into clarity and confident decisions.
AI Infrastructure for Treasury and Risk Functions
The integration of artificial intelligence into financial institutions has evolved progressively, in a journey that moved from individual tools to agents and automated workflows. And, as this...
Our Blog
Most Popular
There are many variations of passages of Lorem Ipsum available but the majority have suffered alteration in some form.
Liquidity
NSFR Explained: What It Is and Why It Matters for Banking Regulation
Since its introduction, alongside the LCR, the Net Stable Funding Ratio (NSFR) has gained prominence among regulators and banks worldwide, including...
Liquidity
How to Calculate the Liquidity Coverage Ratio (LCR)
Could a bank survive 30 days without access to new funding? The Liquidity Coverage Ratio (LCR) aims to answer precisely that question. This key...
Insights
Most Popular
Your trusted source for clarity and the latest innovations in ALM and Balance Sheet Management.
How to Calculate the Liquidity Coverage Ratio (LCR)
Could a bank survive 30 days without access to new funding? The Liquidity Coverage Ratio (LCR) aims to answer precisely that question. This key...
Mythos: Three Weeks Later, My AI Thesis Already Looks Conservative
Three weeks ago, I published a whitepaper titled 'AI in Balance Sheet Management: The Next Architecture of Agents and Automation.' In it, I argued...
Sub header
Whitepapers
In-depth analysis and practical frameworks shaping the future of ALM, Treasury and Risk.
Most Banks Are Running Scenarios That Break Under Scrutiny. Are Yours Any Different?
Most banks will say their scenario simulation is fit for purpose. Some will point to the number of stress tests run last year, the breadth of the...
Define Market Curves by Formula
Curves by Formula is a new development that lets you build spot and forecast yield curves directly in the formula editor, so you can automate shocks,...
Bring Real World Drivers into Your ALM Models with External Modeling Information (EMI)
Perform robust stress testing and generate realistic balance‑sheet forecasts by integrating macroeconomic factors and financial‑indicator time‑series...
Our Blog
Articles by: Miguel Angel Penabella
Your trusted source for clarity and the latest innovations in ALM and Balance Sheet Management.
ALCO Metrics: Liquidity, IRRBB, and Balance Sheet Management
If there is a point where balance sheet management comes together in banking, it is the Asset Liability Committee (ALCO). It brings together...
Traditional Stress Testing Under Volatility: Liquidity and ALM in Extreme Uncertainty
Stress testing has become one of the central pillars of modern banking supervision. In liquidity management and Asset–Liability Management (ALM), it...
Liquidity Management in Uncertain Times: Key Decisions for Banks
For a long time, bank liquidity management lived comfortably in the world of ratios. As long as the Liquidity Coverage Ratio (LCR) and the Net Stable...
ALM Functions: An Organizational Approach in a Context of Uncertainty
Financial institutions currently operate in an environment characterized by heightened uncertainty. This perception is reinforced by the Global Risks...
How Cloud-Native RegTech–RiskTech Platforms Transform Risk and Regulatory Management
Over the past decade, many financial institutions have tried to modernize their risk and regulatory frameworks while still relying on architectures...
Analysis of the Spring 2025 EBA's RAR: Implications for European Financial Sector
Last June, the European Banking Authority (EBA) published its annual risk assessment report, the Risk Assessment Report (RAR 2025). It offers a...
Who Owns Balance Sheet Management in Banks?
The silent dilemma that can impact margins, solvency, and strategic decision-making. In today’s financial environment, marked by increasing pressure...
Profitability or Risk Coverage? The Strategic Role of the ALCO Portfolio in Banking
Did you know that the ALCO Portfolio plays a crucial role in the financial stability of banks yet rarely receives the attention it deserves? This...
Striking a Balance: Crucial Regulatory and Supervisory Considerations for 2025
As financial institutions prepare for 2025, regulatory and supervisory frameworks remain central to the evolving banking landscape. Recent...
What Banks Need to Know About EBA’s 2025 Regulatory Focus Pt.2: Implications for Capital and Liquidity Management
In Part 1 of this series, we examined the European Banking Authority’s (EBA) key regulatory priorities for 2025, including its focus on...