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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.
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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...
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.
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: interest-rate-risk
Browse our full collection of articles on Balance Sheet Management, ALM, liquidity, risk, regulation, and financial technology.
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...
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,...
EVE vs NII: The Two Lenses of Interest Rate Risk, Properly Explained
Every question about interest rate risk in the banking book (IRRBB) can be asked in two ways, and the two answers routinely disagree. Economic value...
The Bank That Measured Itself to Death: SVB’s IRRBB Anatomy
Silicon Valley Bank did not fail because it could not measure its interest rate risk. It measured it, breached its own limits, and then changed the...
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...