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How De Volksbank took its credit risk model to a higher level

The Credit Risk Modeling department of De Volksbank faced a challenge: how to implement new regulations, including the new definition of default that form the basis of credit risk models. Having to execute the PD modeling process and the LGD modeling process simultaneously convinced the bank they needed help. “That help came in the form of someone who was ‘one of the few’ able to do both LGD and PD components.”

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The additional insights of stress scenarios

Delta Lloyd Bank asked Zanders to build a stress test model

In order to assess their risk management practices, the Dutch Central Bank (DNB) requires all banks to complete an annual Supervisory Review and Evaluation Process (SREP), including capital and liquidity management self-assessments. To calculate the effect of specific stress test scenarios on the balance sheet and profitability, Delta Lloyd Bank asked Zanders to build a stress test model.

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LeasePlan Bank:

insights into flexible savings

Six years ago, LeasePlan decided to set up its own savings bank. In order to be able to follow an investment strategy that reflects the needs of a savings bank, it is important to have a good idea of customer saving behavior. LeasePlan Bank therefore decided to investigate the interest and liquidity typical terms of its savings.

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A new interest-rate risk framework for BNG Bank

In the Netherlands, the local government and institutions with a public interest are able to borrow from BNG Bank against low rates. The bank was set up specifically for this purpose and, as a result, the cost of public amenities for citizens is lower. Of course, a significant share of BNG’s balance sheet is sensitive to changes within financial markets, including developments in interest rate curves. For the bank it is therefore important to have an adequate interest rate risk framework.

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All energy into private banking

Evi Van Lanschot is the young face of the oldest bank.

At more than 275 years old, Van Lanschot is the oldest independent private bank in the Netherlands. With an eye on the rapidly changing market, last year the bank decided to change its strategy. Evi Van Lanschot is now the young face of the oldest bank and is focusing on the wealthy client of the future.

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