Blog
Grip on your EVE SOT
Over the past decades, banks significantly increased their efforts to implement adequate frameworks for managing interest rate risk in the banking book (IRRBB). These efforts typically focus
Find out moreWe quantify the financial impact of adverse moves in the market, and use this to inform your governance procedures, internal management practices, and strategic decision-making. This allows you to introduce measures to shield your balance sheet from the impact of market volatility.
Our consultants bring a firm understanding of IRRBB, ALM, financial markets and the behavior patterns of market participants. From design to data processing and model calibration – we’re with you every step of the way.
Our consultants merge quantitative skills with a deep understanding of market and liquidity risk and regulatory practices. This produces models that are not only statistically sound, but also consistent with what’s observed in practice.
Over the past decades, banks significantly increased their efforts to implement adequate frameworks for managing interest rate risk in the banking book (IRRBB). These efforts typically focus
Find out moreHowever, possibly the most important point for corporates to be aware of is the planned move towards explicit use of the structured address block. In this second article in the ISO 20022
Find out moreWhile SAC is a planning tool to be considered, it requires further exploration to evaluate its fit with business requirements and how it could unlock opportunities to potentially streamline
Find out moreAfter the collapse of Credit Suisse and the subsequent orchestrated take-over by UBS, there are widespread calls for increasing capital requirements for too-big-too-fail banks to prevent
Find out moreThis article provides a thorough comparison of the Survival Analysis and Migration Matrix approach for modeling losses under the internal ratings-based (IRB) approach and IFRS 9. The optimal
Find out moreThe Zanders purpose Our purpose is to deliver financial performance when it counts, to propel organizations, economies, and the world forward. Recently, we have embarked on a process
Find out moreTo fully leverage the benefits of this technology, it’s essential to understand and address security threats when implementing blockchain solutions. As a decentralized distributed
Find out moreThe start of the migration from the SWIFT FIN format to the new ISO 20022 XML format, which is a banking industry migration that must be completed by November 2025. Whilst at this stage
Find out moreIn today’s world, supply chain disruptions are consequences of operating in an integrated and highly specialized global economy. Along with affecting the credit risk of impacted
Find out moreThe ACT Annual Conference will return as a live event on 16-17 May, to the ICC Wales, UK.
Find out moreSAP for Treasury and Working Capital Management Conference EMEA, Presented by TAC Insights, is coming to Amsterdam June 20-22, 2023!
Find out moreLarge systemic financial institutions have to show that they are resolvable during times of great stress. In this article, we discuss a specific requirement for resolution planning: the
Find out moreA 19th century book on Indian proverbs1 contains a story about a man who went on a journey with his son: “He came to a stream. As he was uncertain of its depth, he proceeded to sound
Find out moreWith the potential of Blockchain technology to transform businesses, we aim to guide our clients through the complexities of this technology and help them leverage it to improve their
Find out moreLate last year, ChatGPT emerged online as the next phase in this fast-growing and exciting technological space. Many of us tried it out already, and I have yet to meet anyone who is not left
Find out moreThis article may help SAP system owners re-think or change their approach towards bespoke custom solutions in the system. Over the past 14 years, my colleagues and I
Find out moreThe Federal Council in Switzerland wants to make sure that the Swiss financial sector will play a leading role in sustainability. To help accomplish this, it published an action plan in
Find out moreAn increasing number of policy makers and regulators have embedded the recommendations in industry guidance and laws. In this article we summarize the TCFD recommendations, taking into account
Find out moreToday’s interest rates are positive, the yield curve relatively flat and, in some currencies, even (slightly) inverse. The rise in interest rates poses a significant challenge for banks.
Find out moreWith every improvement, fraudsters look for and find new opportunities to exploit. When the opportunity arises, some people see a big incentive or pressure to commit fraud, and most will be
Find out more