IRRBB & Liquidity Risk

How We Support Our Clients

Basel Framework

Behavioural Models

ALM: Stress Testing and Balance Sheet Forecasts

IRRBB, CSRBB, Liquidity

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Featured Solutions

iB-ALM

Featured Articles

Pill

ECB: Keep Calm, But Watch the Outliers - Deposit Flows in Recent Crisis Episodes and Beyond

JIT

Behavioral Modelling and ALM - A Scenario Analysis on the Italian Banking System

JIT

BCBS Consultative Document: Recalibration of Shocks for Interest Rate Risk in the Banking Book

RPS

Managing IRRBB: Overview of the New EBA Guidelines and the Importance of an Advanced Sight-deposits Behavioural Model

JIT

Behavioral Modelling and ALM - A Scenario Analysis on the Italian Banking System

JIT

2023 EBA Consultation Paper on the Amending ITS on Supervisory Reporting to Introduce New IRRBB Reporting

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