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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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Posts tagged: alm
Browse our full collection of articles on Balance Sheet Management, ALM, liquidity, risk, regulation, and financial technology.
Non-Maturity Deposit Models: Built the Wrong Way Around
Most non-maturity deposit models are not wrong because banks use the wrong techniques. They are wrong because they are built in the wrong order: the...
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...
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...
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...
Why Hedge Accounting Is Evolving and Why That Matters Strategically
For many professionals outside Treasury, ALM, and Finance, hedge accounting is often perceived as a highly technical accounting discipline associated...
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...
How ALCO Supports Decision-Making During Market Volatility
Changing market conditions often require a different approach to assessing the balance sheet. In this second article of our series on ALCO, we focus...
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...