MORS Software webinars are available for free, on-demand playback, whether or not you attended the original live program. Catch up on central topics for Treasury, Liquidity and ALM in banks.

See upcoming and recent webinars here.


  • What's new in MORS 5.8

    In line with MORS semiannual release cycle, a new version of MORS was released in December 2018. This webinar, covers highlights of the new functionalities.

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  • Managing Structural Interest Rate Risk

    The webinar  discusses and presents some practical “what-if” scenarios for Interest Rate Risk, concerning both NMDs and the banks equity, where different assumptions and stress-scenarios are applied both for yield curves and balance sheet items.  

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  • Integrated Treasury ALM approach (in Spanish)

    Este seminario web demuestra cómo es posible integrar el manejo de posiciones de tesorería y la administración del libro bancario en un solo sistema, permitiendo una gestión total de los riesgos de balance.

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  • IRR Survey 2018 – Key Findings

    The webinar presents the key findings from the IRR Survey 2018, published 16 April. The webinar also discusses the pressure felt by the upcoming IRRBB requirements.

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  • Digitalisation of risk within ALM and Treasury

    The Webinar gives insights how digital risk can impact ALM and Treasury risk going forward, what are the key drivers for change and how you can leverage digitalisation so that your organisation can benefit from forthcoming changes.

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  • Measuring Interconnected Risks in Treasury ALM

    The webinar discusses how an integrated Treasury ALM system can provide a consistent valuation platform across Interest Rate, Liquidity and Credit risk, as well as break down risk silos. The webinar also discusses and demonstrates how scenarios and ‘what-if’ calculations can expose interconnected risks that might otherwise remain uncovered and cause unexpected losses.

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  • Managing and Monitoring Interest Rate Risk

    The webinar shows the importance of having IRR analytics that offer up-to-date calculations, enabled by real-time analytics and automated data gathering.  The webinar demonstrates how user-defined scenarios and stress tests can easily be set-up and configured to respond to changing market conditions, internal needs and regulatory requirements.

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  • Banking Book in Treasury System

    The webinar presents how a contemporary Treasury ALM system incorporates the entire balance sheet in one system and database, with a focus on how to seamlessly handle the banking book alongside the treasury book. The webinar looks at specific requirements for Interest Rate Risk in the Banking Book (IRRBB) and how these can be solved in a Treasury system.

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  • Staying ahead of regulatory changes within Treasury ALM

    The webinar presents how a contemporary Treasury ALM system incorporates the entire balance sheet in one system. The webinar focuses on how to seamlessly and holistically handle the banking book alongside the treasury book for Scenario Based Analytics and IRRBB purposes.

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  • Intelligent Data Management for faster IRRBB calculations & analysis

    The webinar presents techniques on how to scope and define the data gathering process in an effective way. Webinar presents, through practical examples, how to update the data set daily and compare it to the data from the previous days.

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  • How to manage IRRBB using a contemporary ALM scenario system

    The webinar presents how to manage IRRBB using MORS IRR Scenario Engine. The webinar discusses and demonstrates the IRR scenarios together with what-if change scenarios on balance sheet items. The effects of these scenarios are measured across key performance indicators, such as Earnings at Risk (EaR) and Economic Value of Equity (EVE).

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  • RATIOS – How Holistic real-time approach for Treasury, Risk, Liquidity and ALM helps?

    The webinar looks at how ratios are calculated automatically and effectively from the same data used for managing Treasury, Risk, Liquidity and ALM in an integrated treasury system.

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  • REPORTING – How Holistic real-time approach for Treasury, Risk, Liquidity and ALM helps?

    The webinar looks at reporting needs and how data for reporting can be produced and extracted automatically and effectively in an integrated treasury system, and how flexible configurability of treasury system enables easy adjustment to any regulatory requirements and how this enhances reporting processes and improves reporting quality.

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  • Holistic real-time view over Treasury, Risk, Liquidity and ALM – is it possible?

    The webinar takes a look at MORS Treasury system with a holistic real-time view on currencies, positions and counterparties and integrated management of market and credit risk in the same system at the same time. The webinar also shows how the system enables steering and forecasting of key liquidity metrics, and managing interest rate risk, including the banking book side of the bank.

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  • New challenges for ALM and Liquidity Risk Management – Are we prepared for what is about to come?

    The webinar discusses regulations which pose a new challenge for many financial institutions and increase the need for real-time integrated Balance Sheet management.

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  • Optimisation and Steering – Interaction of different constraints and ratios

    The webinar looks at a dynamic and holistic ALM Framework, the key considerations and how it can be integrated in a firm-wide FTP process to ensure optimal steering. The webinar discusses how banks can manage multiple constraints, with an in-depth look at managing funding and liquidity related metrics.

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  • EBA Consultation – Introducing a common SREP Framework, expected to be applied by 1 January 2016

    The webinar discusses the SREP Framework on a general level and also gives a more in-depth perspective on specific requirements from a Liquidity and Funding risk related viewpoint. The webinar shows how all the key principles are incorporated in a solution that enables users to effectively aggregate risk data, while ensuring the following functionalities: Consolidation, Drill-down, Forecasting, Scenario Analysis and Stress Testing.

  • Managing and Forecasting LCR – Why and how to do it

    The webinar presents a solution that enables banks to monitor and manage different LCR-standards, while flexibly incorporating forecasting and simulation capabilities in one solution to mitigate Liquidity Risk in relation to cost.

  • LCR – Managing and monitoring different and changing LCR-requirements

    The webinar demonstrates how different LCR-sets and changes can be managed and monitored in practice, and shows how a technical solution can support and accommodate the different and changing LCR-requirements.

  • Solving different FTP needs – A ready-to-run FTP-solution demo

    The webinar discusses how no “one-size-fits-all” FTP model exists, as each bank has different needs for FTP. In practice, the different choices for configuration can easily be adjusted in a ready-to-run FTP-solution, and the webinar shows how FTP calculator can be used in banks and how the configuration rules can be set-up in MORS Transfer Price Manager.

  • Implementation of an FTP-solution – a practical example

    The webinar presents an example on how to implement an FTP-solution for banks. This presented alternative has various selected configuration rules to address the FTP issues needed for different products and for different steering purposes.

  • Liquidity Risk Management in real-time – why?

    The webinar discusses why real-time capability is essential for liquidity risk management, monitoring and optimisation, as the importance of real-time has increased due to the new Basel III and FSA regulatory requirements.

  • LCR & NSFR – Managing and Forecasting multiple standards

    The webinar demonstrates a solution that enables banks to monitor and manage different regulatory standards, while flexibly incorporating Forecasting and Simulation capabilities in one solution to mitigate Liquidity Risk in relation to cost.


    The webinar presents a framework for operative liquidity management and discusses the common challenges encountered when setting up a well-functioning operative liquidity management environment, as well as shows possible solutions on how to obtain the optimal outcome. The webinar covers issues regarding the need for intra-day, stress testing of different scenarios, CFP and funds transfer pricing.