Why the shift to 24/7 and instant settlement breaks not technology first, but the operating model itself: where liquidity actually sits, who has the full picture, how value dates work — and what happens if the payment rails have to be stopped.
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.
Islamic banking in treasury: how to operate without interest while still using a full toolkit for client financing, liquidity management, investment portfolios, and foreign-exchange risk. Using the example of a Kazakhstani Islamic bank, we examine real products—from Murabaha and Ijara to Sukuk and Wakalah/Mudarabah investment deposits.
