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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...
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...
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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...
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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...
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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...
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Articles by: Luis Estrada
Browse our full collection of articles on Balance Sheet Management, ALM, liquidity, risk, regulation, and financial technology.
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....
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,...
eSLR Final Rule: What Recalibrating the Backstop Unlocks
A leverage ratio is supposed to be a backstop. For several US G-SIB subsidiaries, it had become the binding constraint. TheNovember 2025 final rule,...
CET1 vs AT1 vs Tier 2: the capital stack, properly explained
Not all bank capital is equal, even when it all shows up on the same balance sheet. CET1, AT1, and Tier 2 rank on one key property: how reliably each...
How AI Changes Analytical Work in Treasury and Risk
The integration of artificial intelligence into financial institutions is gradually changing the rhythm of analytical work across treasury and risk...
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...
AI Adoption in Financial Institutions: The 3 Phases Behind Agents
Artificial intelligence is becoming embedded in how financial institutions operate. The point of differentiation is increasingly defined by how these...
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...
AI in Balance Sheet Management: How Agents Enable Autonomous ALM Workflows
Across financial institutions, artificial intelligence is moving from experimentation into operational use. The point of differentiation is...