Your benefits

• Audit-proof digitalization, assessment and monitoring of risk and ICS issues within your company using state-of-the-art web applications
• Targeted and purposeful use of your resources, optimizing efficiency and cutting cost thanks to focused data management

Qualitative risk management

• Advisory and audit services relating to risk policy, risk tolerance, risk management and risk control
• Project support for setting up and implementing integrated risk and control management systems
• Risk management training for the board of directors and management

Valuation of financial products

• Valuation models for traded securities, traditional securities (bonds) as well as derivatives (options, swaps, futures)
• Valuation of OTC instruments (forwards, FRAs)
• Valuation of structured products

Capital models (Basel III)

• Credit risk: Testing and validation of credit risk models
• Market risk: Models to calculate value at risk (VaR) using the variance-covariance method or historical simulation
• Operational risk: Calculation of capital requirements in accordance with the relevant standard

Asset and liability management (ALM)

• Advisory and audit services related to ALM risks (liquidity ratio, interest rate risk)
• Advice on developing target-oriented balance sheet structure management

Data analysis

• Analysis, identification and project support for implementing process automation applications
• Data analysis and processing applying statistical methods, in particular with regard to credit portfolio/lending and compliance
• Business intelligence projects (especially Cognos, Tableau, Qlik Sense, Business Objects)
• Process mining to optimize controls and understanding of processes