Simulations
See the theory move.
Six volumes, six risk domains — a companion simulation for each, run in your browser with your own numbers. All tools live in your tools workspace — sign in or create a free account to run them.
The Map
Why smart banks make catastrophic decisions
The anatomy of banking catastrophe, and the five-risk ALM framework that anchors the series.
ALM Calculator — in delivery → Volume 2Liquidity in the Fog
What banks ignore until the water is already rising
Why the standard liquidity metrics underestimate tail risk, and how digital banking rewrote the physics of a deposit run.
Liquidity Stress & CFP Simulator — in delivery → Volume 3The Duration Trap
How banks bet on interest rates and lose
IRRBB destroyed more value than any other risk category between 2021 and 2023 — quietly, through ordinary duration mismatch.
IRRBB ALM Optimiser → Volume 4The Deciding Room
How ALCOs get it right — and how yours can too
Every position that costs a bank money was, at some point, a decision someone made — or failed to make — in a room.
Hedge Decision Engine → Volume 5Model Blindness
When maths feels safer than judgement
A model is a set of assumptions that has been given a number — and mistaking the map for the territory is a governance failure, not a maths one.
IRRBB Exercise Tool → Volume 6Scanning the Horizon
Climate, technology and the risks your models cannot see
The frontier of treasury risk: climate, CBDCs, digital deposit behaviour and the regulatory evolution still ahead.
Technical Masterclass →Illustrative. These simulations demonstrate the mechanics only; they are not validated regulatory models.
Want the full analytical platform?
A validated engine, live data, multi-user governance and a regulator-grade audit trail.