Liquidity Risk Matrix.
Based on statistical models, liquidity requirements and liquidity risks can be evaluated with higher accuracy compared to less precise methods.
Liquidity Risk Stress Testing.
We provide guidance to banks, for example when validating and improving Basel III and MaRisk-conform stress testing scenarios.
Credit Portfolio Models.
We develop new methods and models for evaluating risk for more successful credit portfolio management.
CreditRM 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.
Many institutions are not yet making full use of the enhanced possibilities of selling or securitizing defaulted receivables.
LGD und 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.
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 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.
Efficient operational risks management.