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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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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: regulation
Browse our full collection of articles on Balance Sheet Management, ALM, liquidity, risk, regulation, and financial technology.
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...
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...
Category I to IV: Which US Liquidity Rules Apply to Which Banks
Silicon Valley Bank held 209 billion dollars in assets, more than double the US liquidity rulebook's statutory floor. It still had no LCR, no NSFR,...
eSLR Final Rule: What Recalibrating the Backstop Unlocks
A leverage ratio is supposed to be a backstop. For several US G-SIB subsidiaries, it had become the binding constraint. TheNovember 2025 final rule,...
CET1 vs AT1 vs Tier 2: the capital stack, properly explained
Not all bank capital is equal, even when it all shows up on the same balance sheet. CET1, AT1, and Tier 2 rank on one key property: how reliably each...
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...
Capital, RWAs, and Balance-Sheet Strategy Under Basel IV
Basel IV refines the way regulatory capital is determined across banks and across different risk types. The reforms affect credit risk, market risk,...