Bank consolidation and M&A drivers.
5 mins read
It is that time of the year again within the […]
CIR Interest Rate Model – Appropriate Time Step
2 mins read
What is the appropriate time step to use in estimating […]
BCBS 239. The new BIS risk data aggregation, risk reporting standard
8 mins read
BCBS 239. Principles for effective risk data aggregation and risk […]
Economic Capital for banking industry
3 mins read
Economic Capital – Everything you ever wanted to know but […]
Calculating Economic Capital – Using Leverage ratio
4 mins read
So far we have presented two methods for estimating Economic […]
ALM training for board & ALCO members.
3 mins read
ALM training for Board members. 7 posts. 60 minutes. I […]