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.
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 to where the framework is heading next. Capital...
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.
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...
What You Need to Know About Liquidity Regulation Across Basel, the EU, the UK and the USA
A detailed reference on LCR, NSFR, ILAAP and supervisory reporting for treasury, ALM and risk professionals working across more than one jurisdiction.
Our Blog
Articles by: Miguel Angel Penabella
Browse our full collection of articles on Balance Sheet Management, ALM, liquidity, risk, regulation, and financial technology.
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...