Liquidity Risk Matrix
Based on statistical models, liquidity requirements and liquidity risks can be evaluated with higher accuracy compared to less precise methods.
Risk Data Aggregation
The 14 principles of the Basel Committee favouring automated risk and reward reports will become national law in 2016.
Stress Testing
Stress testing has become part of various business risks; we are well aware of the most important factors.
CVA / DVA
Even for contractant risk (credit valuation adjustment, CVA) Basel III requires additional capital.
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.
SA-CCR
The enhanced evaluation method (the new standardized approach for measuring default risk) has to be fully implemented by 1st Jan 2017.
LGD und CCF
The solvability regulation requires banks to calculate realized LGDs (loss given default rates) and CCFs (credit conversion factors).
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.
CreditRM Stress Testing
For credit risk stress testing, we have developed a 5- phased model which supports all regulatory relevant portfolios.
Credit Portfolio Models
We develop new methods and models for evaluating risk for more successful credit portfolio management.
Liquidity Risk Stress Testing
We provide guidance to banks, for example when validating and improving Basel III and MaRisk-conform stress testing scenarios.
OpRisk
Efficient operational risks management.
Neue Ausfalldenifinition
Die European Banking Authority (EBA) hat die Ausfalldefinition nach Art 178 CRR finalisiert. Die Einführung ist bis 2021 gefordert.
NPL Management
Der Umgang mit notleidenden Krediten hat sich seitens der Aufsicht deutlich weiterentwickelt, ja verschärft und der Umfang hat sich stark erweitert.
