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...
Balance Sheet Management Insights
Explore thought leadership, data-driven analysis, and practical frameworks on ALM and Balance Sheet Management, turning complexity into clarity and confident decisions.
Non-Maturing Deposits: How Banks Model NMDs for IRRBB and Liquidity
From first principles to machine learning in deposit modeling for balance sheet, interest rate and liquidity risk management. What Are Non-Maturing Deposits? Non-maturing deposits (NMDs), also...
Our Blog
Most Recent Articles
Explore our latest articles covering Balance Sheet Management, ALM, liquidity, financial risk, regulation, and emerging risk technologies.
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 Articles
Discover the most-read insights on Balance Sheet Management, ALM, liquidity risk, regulation, and emerging financial technologies.
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...
Our Latest Downloadable Content
Whitepapers & Guides
Access the latest research, practical frameworks, and expert perspectives on Balance Sheet Management, ALM, risk, and regulatory developments.
Non-Maturing Deposits: How Banks Model NMDs for IRRBB and Liquidity
From first principles to machine learning in deposit modeling for balance sheet, interest rate and liquidity risk management. What Are Non-Maturing...
Understand Capital Regulation Across Basel, the EU, the UK and the US
A complete reference for capital planning, regulatory implementation and cross-jurisdictional strategy, from the foundations of bank capital through...
How to Build an IRRBB Framework That Holds Up Under Basel, EU, UK and US Scrutiny
A complete regulatory reference for treasury, ALM, and risk teams navigating interest rate risk in the banking book after the 2024 shock scenario...
Our Blog
All Insights
Browse our full collection of articles on Balance Sheet Management, ALM, liquidity, risk, regulation, and financial technology.
AOCI Opt-Out Explained: What the Basel Endgame Changes
The AOCI opt-out is the election that lets US Category III and IV banking organizations exclude accumulated other comprehensive income (AOCI) from...
What 2023 Taught Banks About Non-Maturity Deposit Behavior
On 9 March 2023, Silicon Valley Bank lost more than $40 billion of deposits in a single day, and its management expected to lose over $100 billion...
Basel III Endgame Re-Proposal Explained: What ERBA Changes
The 2023 US Basel III endgame proposal would have raised CET1 requirements for affected holding companies by about 16%. The re-proposal that replaced...
The EBA's 2026 Simplification Package: What Changes for Liquidity and Asset Encumbrance Reporting
For once, the news reaching EU reporting teams is about something being taken away rather than added. In April 2026 the EBA opened a consultation on...
IRRBB Outlook 2026-2028: The Divergence Map
Three years after the 2023 turmoil, the four major IRRBB regimes are not converging. They are answering the same question in increasingly different...
Non-Maturity Deposit Assumptions: What the Data Says
Across the banking industry, assumptions about non-maturity deposits, or non-maturing deposits (NMDs), are usually discussed as methodology....
CRR3 changes: what actually took effect on 1 January 2025
CRR3 is the EU's implementation of the Basel 2017 finalization package, and it applied from 1 January 2025 with one significant exception: market...
Non-Maturity Deposits Explained: Why One Assumption Drives the Balance Sheet
On most bank balance sheets, the largest liability has no maturity date. Current accounts, savings accounts and instant-access deposits can be...
Category I to IV: Which US Liquidity Rules Apply to Which Banks
Silicon Valley Bank held 209 billion dollars in assets, more than double the US liquidity rulebook's statutory floor. It still had no LCR, no NSFR,...
Margin Management in Banking: Pricing in an Uncertain Environment.
It may seem almost redundant to talk about uncertainty when navigating changing interest rates, market conditions, and customer behavior has always...