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Hand picked sessions across Finance & Treasury, Innovation & Automation and Career Development.
Capital Management Explained: Bank Capital Ratios, ICAAP, and Basel III
What are capital ratios, ICAAP, stress tests, buffers, and AT1 instruments, and why are they so important in banking? In this video, we break down capital management explained, one of the most critical disciplines in modern banking.
Watch on YouTubeLiquidity Day 1: Why Liquidity Matters - The Banking Risk That Moves Fast
This session breaks down liquidity in simple, professional terms. We explore how banks meet their daily obligations, how maturity transformation creates structural vulnerability, and why liquidity risk moves faster than credit or market risk.
Watch on YouTubeIRRBB Explained: How Interest Rate Risk Impacts Banks | Treasury & Risk Management
What is Interest Rate Risk in the Banking Book (IRRBB) and why does it matter so much for banks today? In this video, we break down IRRBB explained in simple, practical terms. From real-world banking examples to global regulatory requirements.
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FreeLiquidity Management
The core building blocks of treasury: cash, liquidity, funding and the ratios regulators care about.
Dean Taylor
YoutubeFunds Transfer Pricing (FTP) Complete Course | Bank Treasury & ALM
Master Funds Transfer Pricing (FTP) with this complete, practical course designed for banking, Treasury, ALM, liquidity risk, finance and balance sheet management professionals.
FreeThe Complete Leadership Development Programme
In today’s rapidly changing business world, technical expertise alone is no longer enough.
Dean TaylorTop industry news
The finance, banking and treasury news that matters, and why it matters for you.
ECB liquidity data confirms euro area banks have shifted reserves into sovereign bonds as central bank balance sheet shrinks
The ECB's May 2026 Financial Stability Review confirmed that central bank liquidity in the euro area has fallen by more than two trillion euros or 45% since its 2022 peak, driving a substantial reduction in banks' cash holdings. Rather than letting their total liquidity buffers fall, euro area banks have replaced excess reserves with increasing holdings of euro area sovereign bonds, which the LCR framework treats as equally liquid. The aggregate liquidity coverage ratio across ECB supervised banks stood at 154.9% as of Q2 2026 according to ECB data, well above the 100% regulatory minimum. The ECB also finalised operational parameters for the enhanced EUREP repo facility in July 2026, offering non euro area central banks a backstop source of euro liquidity.
Source: European Central Bank
BIS Annual Economic Report 2026 names the AI investment boom a systemic financial stability risk
The Bank for International Settlements released its Annual Economic Report on 28 June 2026, identifying the sustainability of the AI investment boom as one of four major pressure points threatening global financial stability, alongside returning inflation, strained public finances and growing financial vulnerabilities. The five largest hyperscalers are set to spend more than one trillion dollars on AI related capital expenditure across 2025 and 2026 combined, a pace that is already outrunning their earnings and free cash flow and pushing some firms toward debt issuance. The BIS says equity valuations relative to household income have more than doubled since 2010, and US stocks now account for around 64% of the MSCI Global index, meaning an AI led repricing would spread well beyond technology portfolios. The report describes the pattern as AI exuberance that has become a vulnerability rather than a strength.
Source: Bank for International Settlements
US banking agencies finalise the Basel III reproposal, delivering an estimated $87.7 billion in system wide CET1 relief
On 19 March 2026 the Federal Reserve, OCC and FDIC jointly issued three revised notices of proposed rulemaking, rescinding the 2023 Basel III Endgame proposal and replacing it with a recalibrated framework. The new package introduces an Expanded Risk Based Approach for the largest banks, a revised standardised approach for all other institutions, and an amended GSIB surcharge framework. Overall capital requirements are expected to decrease across the industry, with estimated reductions of around 4.8% for Category I and II banks, 5.2% for large regionals and 7.8% for smaller institutions. The comment period closed on 18 June 2026, with finalisation targeted for Q4 2026 and implementation in 2027.
Source: Bloomberg Professional
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Notes from practitioners across Finance & Treasury, Innovation & Automation and Career Development.
Liquidity Stress Testing Explained: Scenarios, Assumptions and Survival Horizons
Liquidity stress testing tells a bank what it needs to survive a crisis, not just whether it passes a standardised measure. This post walks through scenario design, cash flow translation, survival horizon calculation, and the link to the ILAAP.
Active Listening and Constructive Feedback: Two Skills That Separate Good Managers from Great Leaders
Active listening and structured feedback are learnable techniques, not personality traits. This post gives you the specific moves that change how your team performs and how honestly people communicate with you.
Agentic Payments: When an AI Agent Initiates the Transaction
Agentic payments put AI agents in charge of initiating transactions on a customer's behalf, without human approval at the moment of execution. This post works through what that means for fraud teams, compliance, banks and payment networks, and where the real accountability gaps sit.
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