ABOUT US

BL Advisory & Consulting provides specialist advisory and consulting services to banks and financial institutions, with a particular focus on Treasury, Asset and Liability Management (ALM), Funds Transfer Pricing (FTP), Interest Rate Risk in the Banking Book (IRRBB), liquidity risk management, balance sheet management and hedging strategies. We support financial institutions in strengthening their treasury frameworks, risk management practices, governance and strategic decision-making through practical, tailored and industry-focused solutions. Our services combine deep technical expertise with extensive hands-on experience in banking and financial markets.In addition to advisory and consulting services, BL Advisory & Consulting provides specialist training programmes for financial institutions, delivered virtually and in person, covering key Treasury and ALM topics.

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BL Advisory & Consulting

The Company offers professional services for financial institutions focused on the following topics:

• Asset Liability Management (ALM)
• Funds Transfer Pricing (FTP)
• Non Maturing deposits (NMDs) modelling
• Liquidity Risk Management
• Interest Rate Risk in the Banking Book (IRRBB)
• Hedging Strategies and the introduction to Hedge Accounting
• Credit Spread Risk in the Banking Book (CSRBB)
• Market Risk Measurement and Management
• Balance sheet optimisation through the application of numerical optimisation techniques

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Interest Rate Risk in the Banking Book

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Asset Liability Management Optimisation

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OUR SKILLS

Our expertise is reflected through:

Years of
Experience
Publications
Projects
Conferences
& Workshops

OUR SERVICES

BL Advisory & Consulting Services are highly specialized and provides solutions to the latest challenges driven by continuously changing and increasingly sophisticated regulatory landscape:

LIQUIDITY RISK MANAGEMENT

  • Liquidity Risk Framework
  • Liquidity Risk Metrics and Management set up
  • Liquidity Risk Stress Testing Design
  • Liquid Asset Buffer (LAB) Optimisation
  • Internal Liquidity Adequacy Assessment (ILAAP) Best Practices
  • Funding Strategies and Optimisation

STRATEGIC ALM AND BANKING BOOK OPTIMISATION

  • ALM Framework for the Banking Book
  • Analysis of the balance sheet maturity transformation and liquidity risks
  • Establishing ALM policies
  • Defining the mix of financing alternatives
  • Framework for measuring and optimizing financial choices
  • Balancing financial performance targets within risk management policies and controls

INTEREST RATE RISK IN THE BANKING BOOK (IRRBB)

  • Compliance with the regulatory requirements related to the IRRBB (BCBS and EBA)
  • Enhancement of the IRRBB overall framework across the financial institution and ALM
  • Internal and standardized stress testing of the parameters and model assumptions
  • Review of the measurement metrics
  • Proposal of the methodological approach for items without deterministic maturity

FUNDS TRANSFER PRICING PROCESS (FTP)

  • Review of the FTP framework in the financial institution in order to ensure compliance with the regulatory requirements and correct pricing
  • Proposal for the Balance Sheet shaping through the FTP process
  • Methodological approach for setting up the FTP rate for different Banking and Trading Book products
  • Set up of the FTP curve
  • Proposal of the methodological approach for the inclusion of the LCR and NSFR into the FTP framework
  • Methodological guidance for contingent liquidity cost quantification

PHOTO GALLERY

  • Prestige Conferences Warsaw
    22/23 May, 2018

  • Marcus Evans Conference Vienna
    27/29 Jun, 2018

  • Risk Training London
    19/20 Sep, 2018

  • Prestige Conferences Warsaw
    2/3 Oct, 2018

  • PhD Presentation Wroclaw
    25 Feb, 2019

  • Risk Management Association (RMA) Chicago
    13/16 May, 2019

OUR REFERENCES

Some comments provided by the courses participants...

Analyst of Risk Department

21.12.2017 - Thank you for this additional information. It was very advanced course for me. Thank you so much!

Head of Treasury Department

21.12.2017 - Thanks a lot for your fantastic, useful seminar! You are a good lecturer!

Head of Treasury

30.03.2018 - Thank you very much for sharing with your knowledges with us, and for such professional and explicit way you did it!

Various

22.11.2018 - "Great overview of the new IRRBB requirements"
"Great speaker, knowledgeable and very interesting"
"The topic and panel was very interesting, and would have benefited from more time"

Various

12.11.2019 - "Just a quick note to say thanks very much for speaking at the course last week! The feedback from the attendees was really excellent, and I hope you enjoyed it. Everyone rated your sessions either 4 or 5 out of 5"

Various

"All the courses are super awesome and I am really glad I took them. Do you plan to take any workshop in India, I would love to attend it?"

Various

"The course has so been very informative and helpful in clarifying certain concepts for us"

Various

"The webinar has been very educative so far and you have also given us adequate materials to read. I realized there is a lot I am learning from your program. Thank you."

Various

"Regarding the webinar sessions, they were very good, extensive, technical on some aspects which helped of course Market Risk /ALM and Treasury audience more and the business lines to some extend (especially the business lines responsible for liabilities management)"

OUR RESEARCH KEY TOPICS

LATEST NEWS

Publications, courses and conferences...

IRRBB – Active Management and Strategy

01
Jun, 2020

Marcus Evans Conference London, UK

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Asset Liability Management - How to Optimise the Banking Book of a Financial Institution

23/24
Apr, 2020

Marcus Evans Conference London, UK

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Asset Liability Management Master Class

23/26
Mar, 2020

Moorad Choudhry Financial and BL Advisory & Consulting London, UK

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Asset Liability Management Optimization: A Practitioner's Guide to Balance Sheet Management and Remodeling

21
Feb, 2020

Beata Lubinska

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Advanced Bank Treasury Management and ALM Masterclass

15/17
Dec, 2019

MTE Global Doha, Qatar

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Advanced Bank Treasury Management and ALM Masterclass

08/10
Dec, 2019

MTE Global Muscat, Oman

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Advanced Bank Treasury Management and ALM Masterclass

04/06
Dec, 2019

MTE Global Nairobi, Kenya

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Advanced Bank Treasury Management and ALM Masterclass

08/10
Oct, 2019

MTE Global Kuwait City, Kuwait

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9th Annual Funds Transfer Pricing and Balance Sheet Management

16/18
Sep, 2019

Marcus Evans Conference London, UK

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Funds & Liquidity Transfer Pricing

11/12
Sep, 2019

Risk.net London, UK

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Introduction to the Asset Liability Management Optimization Techniques

26/27
Jun, 2019

RedCliffe Training London, UK

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Real world bank treasury... around the world

12
Jun, 2019

BTRM Webinar

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IRRBB Master Class

27/28
May, 2019

MTE Global Trainings PVT. LTD Istanbul, Turkey

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Asset/Liability Management Master Class

13/16
May, 2019

The Risk Management Association (RMA) Chicago, IL

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The Oracle BTRM Conference

20
Mar, 2019

Oracle BTRM London, UK

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Funds & Liquidity Transfer Pricing

28/29
Nov, 2018

Risk.net London, UK

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4th Managing Interest Rate Risk Arising from Non-Trading Book Activities

19/21
Nov, 2018

Marcus Evans Conference London, UK

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ALCO Magazine - Issue #3, Novembre 2018

01
Nov, 2018

BTRM Faculty London, UK

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Contemporary Challenges in the Asset Liability Management

16
Oct, 2018

Wroclaw University of Economics

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Certificate of Bank Treasury Risk Management (BTRM)

01
Oct, 2018

BTRM Faculty London, UK

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Risk Training

19/20
Sep, 2018

Risk.net London, UK

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Interest Rate Risk in the Banking Book Course

12
Sep, 2018

RedCliffe Training London, UK

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ALCO Magazine - Issue #2, August 2018

01
Aug, 2018

BTRM Faculty London, UK

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3rd Managing Interest Rate Risk in the Banking Book

27/29
Jun, 2018

Marcus Evans Conference Vienna, Austria

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Contemporary Challenges in the Asset Liability Management in Banks Conference

22/23
May, 2018

Prestige Conferences Warsaw, Poland

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Contemporary Challenges in the Asset Liability Management

28
Apr, 2018

Springer Link

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2nd ALM and Liquidity Risk Conference

16/17
Apr, 2018

Prestige Conferences Warsaw, Poland

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Contemporary Challenges in the ALM in Banks Course

28
Feb, 2018

RedCliffe Training London, UK

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Funds Transfer Pricing Course

28
Feb, 2018

RedCliffe Training London, UK

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Asset Liability Management Seminar Brochure

21/23
Feb, 2018

MKC Vērtspapīri Seminar in Riga, Latvia

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Asset Liability Management Seminar

21/23
Feb, 2018

MKC Vērtspapīri Seminar in Riga, Latvia

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Balance Sheet Shaping Through a Decision Model and Funds Transfer Pricing

07
Jan, 2018

Research Papers of Wrocław University of Economics

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Funds Transfer Pricing Brochure

14/15
Dec, 2017

MKC Vērtspapīri Seminar in Riga, Latvia

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Funds Transfer Pricing

14/15
Dec, 2017

MKC Vērtspapīri Seminar in Riga, Latvia

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III Wrocław Conference in Finance

13/14
Sep, 2017

III Wrocław Conference in Finance WROFIN will be held in Wrocław between 13th and 14th of September 2017, Poland

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Proceedings in Business and Economics

02
May, 2017

Springer Link

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Book of Abstracts

27
Sep, 2016

Wroclaw Conference in Finance Contemporary Trends and Challenges

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Static Method in Interest Rate Risk

21
Apr, 2014

Review of the static methods used in the measurement of the exposure to the interest rate risk

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CONTACT US

We are looking forward to hearing from you

Email us

beata@bladvisory.com

Location

London based

LinkedIn

Beata Lubinska