A focused course, tailored for you
Modernising ALM Valuations at US Regional Banks
A consolidated ALM valuations operating model for US regional bank Tier-2 firms in 2026: NMD modelling under IRRBB, post-CRR-3 calibration, OCC examination preparation, board-readable framing.
ALM valuations VPs at US regional banks run three parallel NMD assumption packs. One for OCC. One for EVE-and-NII benchmark. One for internal RAROC. The board sees the inconsistency. The course delivers the consolidated operating model.
$199 one-time
Tailored to your situation. Access within 24 hours. 30-day money-back.
Includes a hand-built implementation playbook delivered alongside course access, generated for your specific situation.
Why this course
Vice Presidents running ALM Valuations at US Tier-2 regional banks carry three parallel NMD assumption sets in production. The OCC examination requires one. The internal EVE-and-NII benchmark exercise requires another. The internal RAROC framework requires a third. Each is justified separately. The CRO has been asked to consolidate them into a single coherent operating model and present that to the board before the next attestation cycle.
The default consolidation approach lifts and shifts the OCC pack to be the master and tunes the other two to match. The internal teams resist because the OCC pack was built to survive examination, not to optimise capital. The result is a consolidation that satisfies no constituency.
The course works through the integrated operating model. The NMD modelling framework under IRRBB. The post-CRR-3 calibration framework. The OCC examination preparation framework. The EVE-and-NII benchmark integration. The RAROC integration. The board-readable framing. The integration with the customer-side capital planning cadence. The integration with the customer-side liquidity-risk-management framework. Twelve modules with deliverables. Plus a hand-built playbook for your specific portfolio.
What you walk away with
- A documented consolidated NMD assumption framework.
- An NMD modelling framework under IRRBB.
- A post-CRR-3 calibration framework.
- An OCC examination preparation framework.
- An EVE-and-NII benchmark integration.
- A RAROC integration.
- A board-readable framing.
- A 10-week build plan.
The 12 modules
Module 1. The 2026 US regional bank ALM landscape
Walkthrough of the 2026 US regional bank ALM landscape. The post-SVB regulatory pressure profile. The OCC heightened standards on ALM modelling. The Federal Reserve supervisory expectations. The FDIC supervisory expectations. The competitive landscape across US regional banks. The strategic decisions an ALM Valuations VP faces in 12-month consolidation programme planning.
Module 2. Consolidated NMD assumption framework
Build the consolidated NMD assumption framework. The behavioural-modelling pattern. The deposit-mix segmentation. The rate-sensitivity calibration. The lapse-and-prepayment framework. The integration with the customer's existing customer-deposit data. The integration with the customer's existing retail-banking customer-behaviour data. Plus the worked example for the customer's first consolidated NMD assumption pack and the OCC examination preparation framework.
Module 3. NMD modelling under IRRBB
Build the NMD modelling framework under IRRBB. The behavioural-modelling pattern. The rate-sensitivity calibration. The integration with the customer's existing IRRBB framework. The integration with the customer's existing liquidity-coverage-ratio framework. The integration with the customer's existing net-stable-funding-ratio framework. Plus the worked example for the customer's first IRRBB-aligned NMD model and the supporting documentation.
Module 4. Post-CRR-3 calibration framework
Build the post-CRR-3 calibration framework for the regional bank's ALM model. The capital-treatment translation. The output-floor implementation. The standardised approach calibration. The internal-models approach calibration. The integration with the customer's existing capital-planning cadence. Plus the worked example for the customer's first post-CRR-3 ALM calibration and the supporting evidence.
Module 5. OCC examination preparation
Build the OCC examination preparation framework. The OCC heightened standards on ALM. The OCC examination cadence. The OCC examination evidence chain. The OCC examination response framework. The integration with the customer's existing examination preparation cadence. Plus the worked example for the customer's first OCC ALM examination under the consolidated operating model and the response timeline.
Module 6. EVE-and-NII benchmark integration
Build the EVE-and-NII benchmark integration. The benchmark exercise structure. The benchmark scenario set. The benchmark reporting framework. The benchmark-result reconciliation pattern. The integration with the customer's existing benchmark-exercise cadence. Plus the worked example for the customer's first integrated benchmark exercise under the consolidated NMD assumption pack.
Module 7. RAROC integration
Build the RAROC integration. The risk-adjusted-return calculation framework. The capital-allocation framework. The product-level RAROC framework. The customer-level RAROC framework. The integration with the customer's existing performance-management framework. The integration with the customer's existing customer-pricing framework. Plus the worked example for the customer's first integrated RAROC report.
Module 8. Board-readable framing
Build the board-readable framing. The integrated ALM dashboard. The integrated capital dashboard. The integrated liquidity dashboard. The exception-reporting framework. The forward-look framework. The integration with the customer's existing board cadence. Plus the worked example for the board briefing pack that the customer's chair signs without further follow-up across the next attestation cycle.
Module 9. Customer-side capital-planning integration
Build the customer-side capital-planning integration. The integrated capital-planning framework. The integrated stress-testing framework. The integrated risk-appetite framework. The integration with the customer's existing CCAR framework. The integration with the customer's existing DFAST framework. Plus the worked example for the customer's first integrated capital-planning cycle under the consolidated operating model.
Module 10. Customer-side liquidity-risk-management integration
Build the customer-side liquidity-risk-management integration. The integrated liquidity-risk-management framework. The integrated liquidity-stress-testing framework. The integrated contingency-funding-plan framework. The integration with the customer's existing liquidity-risk-management cadence. The integration with the customer's existing treasury-operations framework. Plus the worked example for the customer's first integrated liquidity-risk-management cycle.
Module 11. Customer engagement structure
Build the customer engagement structure. The discovery phase. The diagnostic phase. The transformation phase. The sustainment phase. The renewal conversation. The customer-side programme-governance committee integration. The integration with the customer's existing finance-transformation programme cadence. Plus the worked example for a 12-month customer engagement and the pricing framework for fixed-fee and value-based engagements.
Module 12. Your 10-week build plan
Week by week. Weeks 1-2: landscape and consolidated NMD assumption framework. Weeks 3-4: NMD modelling under IRRBB and post-CRR-3 calibration. Weeks 5-6: OCC examination preparation and EVE-and-NII benchmark integration. Weeks 7-8: RAROC integration, board-readable framing, capital-planning integration. Weeks 9-10: liquidity-risk-management integration, customer engagement structure. Deliverable: a consolidated ALM valuations operating model ready for the next attestation cycle.
How this addresses your situation
Specific modules that map to what you said you are dealing with.
Customer needs consolidated NMD pack → Module 2.
Customer needs IRRBB-aligned NMD model → Module 3.
Customer needs post-CRR-3 calibration → Module 4.
OCC examination preparation → Module 5.
EVE-and-NII benchmark → Module 6.
RAROC integration → Module 7.
Board reporting → Module 8.
Capital-planning integration → Module 9.
Liquidity-risk-management integration → Module 10.
What you get with this course
- The 12-module course delivered as text plus downloadable templates.
- Templates and worked examples for every module.
- A hand-built playbook generated for your specific portfolio.
- Three reference operating models from peer US regional banks.
- Scripted talking points for the customer CRO and customer audit committee engagement.
What you will have in hand by Day 1, Week 1, Month 1
Day 1: Consolidated NMD assumption framework scaffold drafted.
Week 4: NMD modelling under IRRBB and post-CRR-3 calibration designed.
Week 8: OCC examination preparation, EVE-and-NII, RAROC, board framing operational.
Week 10: Consolidated operating model ready for next attestation cycle.
Before and after
Before
Three parallel NMD assumption packs. Internal resistance to consolidation. CRO sees fragmented operating model. Board does not follow the reconciliation.
After
Consolidated operating model. Internal teams aligned. CRO presents coherent operating model. Board signs the attestation.
What happens if you do not address this
Post-SVB regulatory pressure on US regional bank ALM modelling intensifies. Regional banks that do not consolidate compound examination risk into 2027.
Who it is for
For Vice Presidents running ALM Valuations at US regional banks, senior ALM-modelling consultants at Big4 and peer firms, principal ALM-modelling leads at customer organisations, and senior treasurer-office practitioners.
Who this is NOT for. Pure non-banking practitioners. Practitioners with no ALM-modelling experience. Pure non-treasury roles.
How it arrives
Text-based course via LMS, plus downloadable templates and worked examples and the hand-built playbook.
Time investment. Roughly 18 hours of reading and 60 to 120 hours of build effort across the 10-week plan.
Why $199 is the right number
External ALM modelling consultants charge from 100,000 to 500,000 USD for consolidated operating model builds. 199 USD buys the focused playbook and the implementation document for your specific portfolio.
FAQ
Does this cover G-SIB ALM modelling?
Partially. Module 1 covers G-SIB adjacency. The framework adapts.
What about credit union ALM?
Module 1 covers credit union adjacency where the customer is regulated by NCUA.
Does this cover community bank ALM?
Module 1 covers community bank adjacency.
What is in the implementation playbook for me specifically?
Consolidated operating model tuned to your specific portfolio, OCC examination preparation matched to your bank's examination cycle, board reporting pre-loaded with your typical cadence.
30-day money-back guarantee. If after a week of working through the materials this is not what you needed, reply to the receipt email and a full refund is processed. No questions, no forms.
Within 24 hours your account in the learning environment is provisioned and the tailored implementation playbook is delivered alongside it.
