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◄ Implementing PRA CP4/23 - March 2023
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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
Lecture Invite
BTRM Working Paper Series, #3
BTRM Working Paper Series, #2
BTRM Working Paper Series, #1
BTRM Working Paper Series, #4
CFP Risk EMEA Keynote Lecture
Negative Rates and The Death of Banking by Sid Verma (© Euromoney)
BTRM Working Paper Series, #5
BTRM Working Paper Series, #6
BTRM Working Paper Series, #7
BTRM - Lecture 3 Slides, Johnson (26th October 2016)
BTRM - Cohort 4 Exam Results
Basel III LCR is a business model changer: How will it impact your bank?
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
David Castle’s Treasury Notes - No. 3
Decoding Distress by Jaafar Hussain
Analysing and Interpreting the Yield Curve
BTRM Working Paper Series, #8
David Castle’s Treasury Notes - No. 4
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
Q G Rayer and W Dickson (2017)
De-Stress Tests for Strategic Treasury
David Castle’s Treasury Notes, No. 8
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
BTRM Working Paper Series, #9
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
The "Libor Term Premium"
ALM and risk management: it's a bank-wide discipline
Understanding your Net Interest Margin (NIM)
Liquidity Risk Management - Trailer
ICAAP review and challenge and specimen ToC
Beata
Oracle - Compliance to Competitive Advantage
Oracle - Data Lifecycle Management
Oracle Asset & Liability Management (ALM) Data Sheet
Oracle Balance Sheet Planning Data Sheet
Oracle Basel Regulatory Capital Data Sheet
Oracle Financial Services Data Foundation Data Sheet
Oracle Fund Transfer Pricing Data Sheet
Oracle Hedge Management-IFRS Valuations Data Sheet
Oracle Liquidity Risk Management Data Sheet
Oracle Loan Loss Forecasting and Provisioning Data Sheet
Oracle Market Risk Data Sheet
Oracle Profitability Management Data Sheet
Oracle Regulatory Reporting for EBA Data Sheet
Oracle Regulatory Reporting for US Federal Reserve Data Sheet
Oracle Risk Finance Solution Overview
Practical issues in yield curve construction
Treasury; Function or Feature? The Core of Banking Drives Future Business Models
ICAAP Best-Practice Principles High Level Summary
From Pandemic to Financial Contagion: High-Frequency Risk Metrics and Bayesian Volatility Analysis - February 2021
Computational Challenge of IMA FRTB. Solutions via Chebyshev Tensors
Chebyshev Tensors and Machine Learning in DIM calculations
ALCO Magazine - Issue #3, November 2018
ALCO Magazine - Issue #4, May 2020
The ALCO: making the most important bank committee more effective and more real
BTRM Working Paper Series, #11
BTRM Working Paper Series, #12
BTRM Working Paper Series, #13
BTRM Working Paper Series, #14
BTRM Working Paper Series, #15
BTRM Working Paper Series, #16
Estimation_Nelson & Siegel Yield Curve - Spreadsheet
BTRM - Cohort 7 Exam Results
BTRM - Cohort 8 Exam Results
BTRM - Cohort 9 Exam Results
BTRM - Cohort 10 Exam Results
BTRM - Cohort 11 Exam Results
BTRM - Cohort 12 Exam Results
BTRM - Cohort 13 Exam Results
BTRM - Cohort 14 Exam Results
BTRM - Cohort 15 Exam Results
BTRM - Cohort 16 Exam Results
MLI - Cohort 1 Exam Results
The ALCO: Template Terms of Reference
BTRM Masterclass - Intra-day Liquidity Risk
BTRM Masterclass - Capital and Liquidity Regulatory Update
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