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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.
Funds Transfer Pricing (FTP): How Banks Measure the Real Margin
From FTP spreads to contribution margin by business area, region and branch. What Is Funds Transfer Pricing? Funds transfer pricing (FTP) sets the real cost of money for the bank behind every loan...
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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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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.
Funds Transfer Pricing (FTP): How Banks Measure the Real Margin
From FTP spreads to contribution margin by business area, region and branch. What Is Funds Transfer Pricing? Funds transfer pricing (FTP) sets the...
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...
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Articles by: Mirai RiskTech
Browse our full collection of articles on Balance Sheet Management, ALM, liquidity, risk, regulation, and financial technology.
The OLAR: Why a 100% LCR Is Not Enough in the UK
Short answer: in the UK, hitting 100% on the Liquidity Coverage Ratio does not mean a firm is compliant. Above the ratios sits the Overall Liquidity...
EVE Supervisory Outlier Test (SOT) in IRRBB Explained
The EVE supervisory outlier test (SOT) is the supervisory tripwire for interest rate risk in the banking book (IRRBB): it flags a bank to its...
Capital Regulation Outlook 2026-2030: What to Watch
Most forward-looking pieces on bank capital are predictions dressed up as a schedule. This capital regulation outlook separates the two: what carries...
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...
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...
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...
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...
Is IRRBB Reporting About to Get Simpler? Do Not Plan on It
In April 2026, the EBA opened a consultation on simplifying IRRBB reporting. Before anyone in finance or risk starts celebrating a lighter workload,...