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.
New failure definition
The European Banking Authority (EBA) has finalised the definition of default under Art. 178 CRR; its introduction is required by 2021.
LGD and CCF
The solvability regulation requires banks to calculate realized LGDs (loss given default rates) and CCFs (credit conversion factors).
NPL Management
The handling of non-performing loans have developed and intensified considerably. The appropriate inclusion in the next CRR appears beyond dispute.
Workout Management
Many institutions are not yet making full use of the enhanced possibilities of selling or securitizing defaulted receivables.
Loss Given Default (LGD)
Credit Risk Management includes the development and implementation of floss data and LGD-models according to the Basel III definition.
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.
