Why the “core” of non-maturity deposits cannot be estimated by inertia: sharp rate movements, the growing gap between historical models and current behaviour, and what banks must challenge in their assumptions.
How do you define the “right” level of liquidity when a high ratio alone does not guarantee optimality? We explore a practical framework: separating liquidity into a risk buffer and a managed strategic resource, building a ladder of target levels, and using FTP to keep liquidity within an effective operating corridor.
How fair value, the effective interest rate (EIR), and expected credit losses (ECL) interact under IFRS 9; why off-market transactions must be unbundled into fair-value compon
Treasury. Interest rate risk (IRR). FTP. BP01. NII and NIM. Cost of Funds (CoF). Refixing risk (rate reset dates). P/L and Risk Limits. Swaps and shift fixings. Balance sheet management.
