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.

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From regulatory developments and market trends to emerging technologies and real-world challenges, explore insights that bring the latest developments in balance sheet management into focus.

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Non-Maturing Deposits Under Pressure, a Mirai RiskTech whitepaper on NMD modeling

Non-Maturing Deposits: How Banks Model NMDs for IRRBB and Liquidity

By Luis Estrada

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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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Net Stable Funding Ratio explained: why it matters for banking regulations?

Liquidity

By Victor Latorre

Jul 21, 2025, 7:00:00 AM -- 10'

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

By Victor Latorre

Jul 14, 2025, 11:40:53 AM -- 13'

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...

Hot Topics

How to Project Net Interest Income Under IRRBB: Key Insights from the ALM Approach

Ignacio Campillo

Mythos Just Changed the Timeline for AI in Finance

Mythos: Three Weeks Later, My AI Thesis Already Looks Conservative

Luis Estrada

Is the Fed Nearing the End of Quantitative Tightening?

The End of Quantitative Tightening: What the Fed’s Decision Means for U.S. Liquidity

Alex Paredes

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Jul 21, 2025, 7:00:00 AM — 10'

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...

View

Jul 14, 2025, 11:40:53 AM — 13'

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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Aug 12, 2025, 8:30:00 AM — 9'

Interest Rate Risk

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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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...

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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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IRRBB Regulation Guide: Basel, EU, UK and US

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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Research & Knowledge

See the Big Picture

Explore our most downloaded whitepapers and in-depth articles on ALM, Treasury, and Risk.

Discover forward-thinking insights, frameworks, and best practices designed to inspire smarter, more resilient financial institutions.

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...

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...

Our Blog

All Insights

Browse our full collection of articles on Balance Sheet Management, ALM, liquidity, risk, regulation, and financial technology.

Interest Rate Risk

How to Project Net Interest Income Under IRRBB: Key Insights from the ALM Approach

By Ignacio Campillo

Aug 12, 2025, 8:30:00 AM — 9'

Managing a bank's balance sheet implies addressing multiple structural risks, with Interest Rate Risk in the Banking Book (IRRBB) being one of the...

Balance Sheet Management

How Is Artificial Intelligence Transforming Balance Sheet Management?

By Luis Estrada

Aug 4, 2025, 3:02:41 PM — 12'

Not long ago, Artificial Intelligence (AI) seemed like the stuff of science fiction: an abstract promise on a distant horizon. Today, it is something...

Analysis of the EBA RAR Spring 2025: Implications for European Financial Sector

Other

Analysis of the Spring 2025 EBA's RAR: Implications for European Financial Sector

By Miguel Angel Penabella

Jul 29, 2025, 10:30:08 AM — 12'

Last June, the European Banking Authority (EBA) published its annual risk assessment report, the Risk Assessment Report (RAR 2025). It offers a...

Liquidity

NSFR Explained: What It Is and Why It Matters for Banking Regulation

By Victor Latorre

Jul 21, 2025, 7:00:00 AM — 10'

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)

By Victor Latorre

Jul 14, 2025, 11:40:53 AM — 13'

Could a bank survive 30 days without access to new funding? The Liquidity Coverage Ratio (LCR) aims to answer precisely that question. This key...

Balance Sheet Management

Who Owns Balance Sheet Management in Banks?

By Miguel Angel Penabella

Jul 1, 2025, 10:59:39 AM — 12'

The silent dilemma that can impact margins, solvency, and strategic decision-making. In today’s financial environment, marked by increasing pressure...