Mirai Webinar - Stress Testing in ALM: From Risk Drivers to Balance‑Sheet Impact  

May 21, 2026

LP Banner - Stress Testing

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 Stress Testing in ALM, with a specific emphasis on IRRBB (Interest Rate Risk in the Banking Book) and Liquidity risk. Attendees will see how Mirai models risk drivers end-to-end, from scenario configuration to the full impact on the balance sheet, directly within the platform.

 

What You Will See

A practical, live session covering:

  1. Introduction to Stress Testing (5 min) Context and framework.
  2. Regulatory landscape comparison (3 min) A comparative overview of how key regulatory agencies approach stress testing requirements.
  3. Live Demo (40 min). Covering:
    • Stress testing reports. IRRBB Stress Test and Liquidity Stress Test. 
    • Scenarios. How to configure and run models and market factors (FX & IR), including EMI macro paths from regulators for NMDs, prepayments, and defaults.
    • What-ifs & management actions. Dynamic analysis through IRS and contingency plans. How management decisions are modeled and tested in real time.
    • Analytical environment. How to query platform data directly via SQL for flexible and in-depth analysis on the spot.
    • Mirai AI Modeling. A look at Mirai’s advanced behavioral modeling targeting capital calculations, powered by deep historical data and continuous self-calibration.
  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 are limited to keep the session interactive.

Register now

Who is This Live Session For?

This session is designed for: 

 Treasury & ALM teams 

 IRRBB & Liquidity Risk teams 

 Regulatory Reporting teams 

  Why  Attend?

  Get an in-depth view of a specific area of the platform, with practical, real-world use cases across Risk, Treasury, and Finance

  See the platform in action, a practical session with real scenarios and real data 

Ask questions live and get immediate answers from our experts 

  Save the Date 

Join us on 21 May 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