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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.
14.1% CET1, dead in a week: what Credit Suisse proves about capital
Credit Suisse entered March 2023 reporting a CET1 ratio of 14.1% and a liquidity coverage ratio near 150%. Both numbers were accurate. Both were published. Within a week, the bank had been merged...
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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...
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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...
How to Project Net Interest Income Under IRRBB: Key Insights from the ALM Approach
Managing a bank's balance sheet implies addressing multiple structural risks, with Interest Rate Risk in the Banking Book (IRRBB) being one of the...
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Whitepapers
In-depth analysis and practical frameworks shaping the future of ALM, Treasury and Risk.
Localize Interest Rate Risk by Tenor with Key Rate Sensitivity (KRS)
Key Rate Sensitivity (KRS) gives risk teams a clear, automated view of where value and margin are most exposed along the yield curve. Instead of a...
Automated Regulatory Reporting for Pass-Through Rates
Mirai offers a fully automated regulatory reporting workflow for the Pass-Through Rate (PTR), ensuring banks can comply with EBA ITS requirements...
Model Committed Drawdowns with Disbursement
Disbursement is a behavioral model in Mirai that captures how customers access committed-but-undrawn funds over the life of a facility. Rather than...
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Articles by: Miguel Angel Penabella
Your trusted source for clarity and the latest innovations in ALM and Balance Sheet Management.
Liquidity Management: The Capabilities Behind the Ratios
For much of the past decade, liquidity was abundant and readily available at relatively low cost, allowing many banks to focus primarily on meeting...
What Is The Hidden Cost of Balance Sheet Management Fragmentation for Banks?
The foundations of balance sheet management are inherently cross-functional. Asset & Liability Management (ALM), Funds Transfer Pricing (FTP),...
How Stress Testing Connects ILAAP and ICAAP to Resilient Balance Sheet Management
Balance sheets carry the memory of every strategic decision taken by a financial institution. Funding structures and refinancing choices quietly...
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...