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Estimation_Nelson & Siegel Yield Curve - Spreadsheet
Estimation_Nelson & Siegel Yield Curve - Spreadsheet
Estimation_Nelson & Siegel Yield Curve - Spreadsheet
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Estimation_NelsonSiegel Yield Curve.xlsm
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◄ BTRM Working Paper Series, #16
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Optimal Funding Term of Posted Collateral by Bert-Jan Nauta
BTRM - Cohort 2 Exam Results
RoFM Issue 8 - Editorial
RoFM Issue 8 December 2015
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BTRM Working Paper Series, #2
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BTRM - Lecture 3 Slides, Johnson (26th October 2016)
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David Castle’s Treasury Notes - No. 1
David Castle’s Treasury Notes - No. 2
Best-practice Funds Transfer Pricing Principles
BTRM Cohort 4 - Lecture 18 Pedroni
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Decoding Distress by Jaafar Hussain
Analysing and Interpreting the Yield Curve
BTRM Working Paper Series, #8
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Finance and Financial Economics
David Castle’s Treasury Notes - No. 5
David Castle’s Treasury Notes - No. 6
David Castle’s Treasury Notes - No. 7
AS
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De-Stress Tests for Strategic Treasury
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BTRM - Cohort 5 Exam Results
David Castle’s Treasury Notes, No. 9
Strategic ALM and Integrated Balance Sheet Management: The Future of Bank Risk Management
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David Castle’s Treasury Notes, No. 10
David Castle’s Treasury Notes, No. 11
Basel III Final Form
Board Risk Appetite Statement, Feb 2018
Bank Liquidity and Capital Best-Practice Principles, 2-Chapter e-Minibook, Feb 2018
Understanding the Supervisory Review and Evaluation Process (SREP) - March 2018
Bank funds transfer pricing: keeping it simple but effective - February 2018
Funds Transfer Pricing Best-Practice Principles - March 2018
ALCO Approval Submission Template
Anthology: Promo 2-chapter e-Minibook, March 2018
BTRM Working Paper Series, #10
Derivatives, Collateral Management, "mVA" and NSFR, March 2018
Machine Learning in Banking: How to Transform Balance Sheet Management and Customer Service Provision, April 2018
Managing Intraday Liquidity, April 2018
David Castle’s Treasury Notes, No. 12
ALCO Magazine - Issue #1, April 2018
BTRM & Oracle
Quotes
Study Options
Books
Testamonials
BTRM Cohort 6 Exam Results
ALCO Magazine - Issue #2, August 2018
ALCO Cover
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ALM and risk management: it's a bank-wide discipline
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ICAAP review and challenge and specimen ToC
Beata
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Oracle Asset & Liability Management (ALM) Data Sheet
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ICAAP Best-Practice Principles High Level Summary
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Chebyshev Tensors and Machine Learning in DIM calculations
ALCO Magazine - Issue #3, November 2018
ALCO Magazine - Issue #4, May 2020
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The ALCO: Template Terms of Reference
BTRM Masterclass - Intra-day Liquidity Risk
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Analysis of bond market sensitivity to economic news when monetary policy is constrained by limitations: an ALM desk perspective
An overview of Basel III/IV key segments and EU CRDV, 30th September 2020
Is Blockchain the real failure? - January 2023
Implementing PRA CP4/23 - March 2023
Barclays ERG
BTRM - Cohort 7 Exam Results ►