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Social Media Documents
Optimal Funding Term of Posted Collateral by Bert-Jan Nauta
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BTRM - Cohort 2 Exam Results
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RoFM Issue 8 - Editorial
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RoFM Issue 8 December 2015
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Lecture Invite
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BTRM Working Paper Series, #3
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BTRM Working Paper Series, #2
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BTRM Working Paper Series, #1
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BTRM Working Paper Series, #4
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CFP Risk EMEA Keynote Lecture
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Negative Rates and The Death of Banking by Sid Verma (© Euromoney)
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BTRM Working Paper Series, #5
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BTRM Working Paper Series, #6
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BTRM Working Paper Series, #7
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BTRM - Lecture 3 Slides, Johnson (26th October 2016)
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BTRM - Cohort 4 Exam Results
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Basel III LCR is a business model changer: How will it impact your bank?
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David Castle’s Treasury Notes - No. 1
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David Castle’s Treasury Notes - No. 2
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Best-practice Funds Transfer Pricing Principles
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BTRM Cohort 4 - Lecture 18 Pedroni
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David Castle’s Treasury Notes - No. 3
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Decoding Distress by Jaafar Hussain
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Analysing and Interpreting the Yield Curve
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BTRM Working Paper Series, #8
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David Castle’s Treasury Notes - No. 4
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Finance and Financial Economics
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David Castle’s Treasury Notes - No. 5
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David Castle’s Treasury Notes - No. 6
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David Castle’s Treasury Notes - No. 7
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AS
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Q G Rayer and W Dickson (2017)
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De-Stress Tests for Strategic Treasury
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David Castle’s Treasury Notes, No. 8
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BTRM - Cohort 5 Exam Results
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David Castle’s Treasury Notes, No. 9
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Strategic ALM and Integrated Balance Sheet Management: The Future of Bank Risk Management
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BTRM Working Paper Series, #9
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David Castle’s Treasury Notes, No. 10
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David Castle’s Treasury Notes, No. 11
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Basel III Final Form
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Board Risk Appetite Statement, Feb 2018
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Bank Liquidity and Capital Best-Practice Principles, 2-Chapter e-Minibook, Feb 2018
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Understanding the Supervisory Review and Evaluation Process (SREP) - March 2018
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Bank funds transfer pricing: keeping it simple but effective - February 2018
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Funds Transfer Pricing Best-Practice Principles - March 2018
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ALCO Approval Submission Template
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Anthology: Promo 2-chapter e-Minibook, March 2018
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BTRM Working Paper Series, #10
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Derivatives, Collateral Management, "mVA" and NSFR, March 2018
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Machine Learning in Banking: How to Transform Balance Sheet Management and Customer Service Provision, April 2018
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Managing Intraday Liquidity, April 2018
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David Castle’s Treasury Notes, No. 12
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ALCO Magazine - Issue #1, April 2018
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BTRM & Oracle
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Quotes
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Study Options
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Books
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Testamonials
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BTRM Cohort 6 Exam Results
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ALCO Magazine - Issue #2, August 2018
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ALCO Cover
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The "Libor Term Premium"
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ALM and risk management: it's a bank-wide discipline
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Understanding your Net Interest Margin (NIM)
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Liquidity Risk Management - Trailer
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99.3MB Video file (MP4)
ICAAP review and challenge and specimen ToC
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Beata
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Oracle - Compliance to Competitive Advantage
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Oracle - Data Lifecycle Management
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Oracle Asset & Liability Management (ALM) Data Sheet
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Oracle Balance Sheet Planning Data Sheet
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Oracle Basel Regulatory Capital Data Sheet
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Oracle Financial Services Data Foundation Data Sheet
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Oracle Fund Transfer Pricing Data Sheet
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Oracle Hedge Management-IFRS Valuations Data Sheet
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Oracle Liquidity Risk Management Data Sheet
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Oracle Loan Loss Forecasting and Provisioning Data Sheet
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Oracle Market Risk Data Sheet
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Oracle Profitability Management Data Sheet
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Oracle Regulatory Reporting for EBA Data Sheet
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Oracle Regulatory Reporting for US Federal Reserve Data Sheet
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Oracle Risk Finance Solution Overview
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Practical issues in yield curve construction
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Treasury; Function or Feature? The Core of Banking Drives Future Business Models
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ICAAP Best-Practice Principles High Level Summary
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From Pandemic to Financial Contagion: High-Frequency Risk Metrics and Bayesian Volatility Analysis - February 2021
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Computational Challenge of IMA FRTB. Solutions via Chebyshev Tensors
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Chebyshev Tensors and Machine Learning in DIM calculations
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ALCO Magazine - Issue #3, November 2018
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ALCO Magazine - Issue #4, May 2020
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The ALCO: making the most important bank committee more effective and more real
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BTRM Working Paper Series, #11
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BTRM Working Paper Series, #12
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BTRM Working Paper Series, #13
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BTRM Working Paper Series, #14
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BTRM Working Paper Series, #15
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BTRM Working Paper Series, #16
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Estimation_Nelson & Siegel Yield Curve - Spreadsheet
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BTRM - Cohort 7 Exam Results
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BTRM - Cohort 8 Exam Results
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BTRM - Cohort 9 Exam Results
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BTRM - Cohort 10 Exam Results
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BTRM - Cohort 11 Exam Results
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BTRM - Cohort 12 Exam Results
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BTRM - Cohort 13 Exam Results
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BTRM - Cohort 14 Exam Results
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BTRM - Cohort 15 Exam Results
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BTRM - Cohort 16 Exam Results
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MLI - Cohort 1 Exam Results
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The ALCO: Template Terms of Reference
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BTRM Masterclass - Intra-day Liquidity Risk
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BTRM Masterclass - Capital and Liquidity Regulatory Update
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Analysis of bond market sensitivity to economic news when monetary policy is constrained by limitations: an ALM desk perspective
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An overview of Basel III/IV key segments and EU CRDV, 30th September 2020
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Is Blockchain the real failure? - January 2023
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Implementing PRA CP4/23 - March 2023
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Barclays ERG
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