Risk Advisory

“Risk Management at the SKS Group offers cutting-edge yet pragmatic solutions, always in compliance with the latest regulatory requirements. We continuously cooperate with external partners as well as with internal departments in order to successfully deliver valuable change for our customers.”

Bernhard Kessler

Head of Risk Management: Bernhard Kessler is responsible for a wide range of projects within Basel III and MaRisk-context and also covers special topics in the area of bank management – often collaborating with regulatory reporting and accounting and other departments within the SKS Group.

Bernhard Kessler
bernhard.kessler@sks-group.eu

LiqRisk-Maturity Matrix

Based on statistical models, liquidity requirements and liquidity risks can be evaluated with higher accuracy compared to less precise methods.

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.