Mirai Webinar - Building the CSRBB Framework Through Mirai  

September 24, 2026

Email_LP-CSRBB

About this Webinar Series

Mirai hosts a bi-monthly series of webinars, exclusive live walkthroughs where attendees experience an in-depth tour of the Mirai platform. Not just hearing how Mirai works, but seeing in practice with real cases, and learning how to take the most out of it. Each session is dedicated to a specific area of the platform, building a complete picture of how modern banks connect strategy with execution in one integrated, cloud-native environment.

With its modular architecture, Mirai is designed to bring clarity, agility, and governance across treasury, risk, and finance functions, unifying data, analytics, modeling, and reporting in a single source of truth for smarter decision-making.

Each webinar is a structured 1h live walkthrough in English, divided into practical modules, delivered in a dynamic and engaging format.

Important: This session will not be recorded. All insights and live Q&A are only available to attendees. Don’t miss this chance to interact in real time and get answers to your specific questions.

About this Session

This edition focuses on CSRBB (Credit Spread Risk in the Banking Book), covering both the regulatory expectations and how to build the framework directly within Mirai. Attendees will see how CSRBB is addressed end to end, from scenarios, spread curves and spread shocks to reporting and analysis, including a live look at CS01 results through Mirai AI and spread calibration in Mirai AI Modeling.

 

What you will See

A practical, live session covering:

  1. Introduction to CSRBB (4 min). Context and key concepts behind Credit Spread Risk in the Banking Book.
  2. CSRBB regulatory expectations (6 min). An overview of the regulatory expectations and key considerations for building a robust CSRBB framework.
  3. Live Demo (30 min). Covering:
    • CSRBB Report. How CSRBB results are captured and presented within Mirai.
    • Scenarios. How to configure and run CSRBB scenarios to assess the impact of different spread assumptions.
    • Curves. How spread curves are built and used within CSRBB, including:
      • Spreads. Defining and applying spread assumptions.
      • EMIs – spreads & shocks. Incorporating external modeling information to support spread and shock assumptions.
    • Analytical environment. How to explore and analyze CSRBB results directly within Mirai.
    • Mirai AI Agent. Using natural language prompts to query CSRBB results, including CS01 analysis.
    • Mirai AI Modeling- Spread calibration. How spread calibration is supported within the MMS environment.
  4. Live Q&A (10 min). Open discussion with the Mirai team: bring your questions, edge cases, and specific use cases you’d like to discuss.

 

Save Your Spot

Seats were limited to keep the session interactive.

Who is this live session for?

This session is designed for: 

 Treasury & ALM teams 

 Market Risk teams 

 Regulatory Reporting teams 

  Why you should Attend?

Get an in-depth view of CSRBB in Mirai, from regulatory expectations and scenario configuration to reporting, analysis, and spread calibration.


See the platform in action, with a practical walkthrough of CSRBB scenarios, spread curves, shocks, CS01 analysis, and other key capabilities.


Ask questions live and get immediate answers from our experts, including on specific CSRBB use cases and challenges.

  Save the Date

Join us on 24 Sept at 2pm UTC | 4pm CEST*. 
*Please double-check your local time to ensure you join at the correct time.

Speakers

 

Antonio Borras

With more than 10 years of experience, Antonio Borrás Head of Presales at Mirai, specializes in in the management of structural risk, interest rate risk and liquidity risk on our platform, bringing strategic expertise and actionable insights to drive success. He has provided strategic support to tier 1 banks globally in their ALM and liquidity risk management processes as well as having collaborated with the ECB in IRRBB and FTP through their regular inspections across European financial entities.

Antonio Borrás

Head of Presales at Mirai RiskTech
Ander Yilmaz 1

With over 4 years of experience, Ander Yilmaz Bescos, Senior Product Specialist at Mirai, specializes in ALM analytics, interest margin forecasting, and scenario‑based stress testing. He brings hands‑on expertise in balance sheet modelling, helping institutions translate complex requirements into practical, high‑quality ALM processes. As an advanced user of ALM platforms, Ander provides deep product knowledge and actionable guidance to support clients in achieving robust and transparent risk management.

Ander Yilmaz-Bescos

Senior Product Specialist at Mirai RiskTech