Risk Advisory

"The Risk Advisory Division at SKS supports clients with customized approaches for managing risks in the banking industry. In developing forward-looking models, methods and processes, we work closely with clients to define practical approaches that bear both risks and profits in mind. We pay particular attention to compliance with current regulatory requirements with the ever-present goal of creating sustainable added value."

Robert Strolz

Risk Advisory Division Manager: Robert Strolz is the director of this division at SKS Advisory, working in close cooperation with the other divisions of the company. He is responsible for implementing a variety of projects in the Basel-III environment within the SKS Group and addressing current special issues in the interest and liquidity risk management areas.

Robert Strolz
Robert.strolz@sks-group.eu

Liquidity Risk

The challenge of managing liquidity risk is to follow the principal of consistency (within and outside liquidity risk).

 

 

 

 

 

LiqRisk Stress Testing

We provide guidance to banks, for example when validating and improving Basel III and MaRisk-conform stress testing scenarios.

Credit Portfolio Modeling

We develop new methods and models for evaluating risk for more successful credit portfolio management.

Credit RM Stress Testing

For credit risk stress testing, we have developed a 5- phased model which supports all regulatory relevant portfolios.

Loss Given Default (LGD)

Credit Risk Management includes the development and implementation of floss data and LGD-models according to the Basel III definition.

Workout Management

Many institutions are not yet making full use of the enhanced possibilities of selling or securitizing defaulted receivables.

LGD and CCF

The solvability regulation requires banks to calculate realized LGDs (loss given default rates) and CCFs (credit conversion factors).

 

 

 

NIMM / SA-CCR

The enhanced evaluation method (the new standardized approach for measuring default risk) has to be fully implemented by 1st Jan 2017.
 

Trading Book

In the near future, all institutions will be obliged to calculate their capital requirements based on the standardized approach and publish these internally.

CVA / DVA

Even for contractant risk (credit valuation adjustment, CVA) Basel III requires additional capital.

Stress Testing

Stress testing has become part of various business risks; we are well aware of the most important factors.  

 

 

Risk Data Aggregation

The 14 principles of the Basel Committee favouring automated risk and reward reports will become national law in 2016.

 

 

OpRisk

Efficient operational risks management.