Risk Modeling

Banking book

Risk modeling adds resilience to your decision-making. When you’re facing disruption in your banking books, we give you access to the insight to make proactive and conscious decisions.

Unstable interest rates fuel anxiety among clients and counterparties, and this leaves your banking and trading book sensitive to a whole host of market and liquidity risks. By combining vast experience of financial markets with our modelling expertise, we structure a proactive approach to risk to protect your balance sheet.

Manage shifts in banking book risk factors

We use ALM and IRRBB risk modelling to quantify the impact of adverse movements in interest rates on your capital and earnings. Equipped with our analysis, you can take a more proactive stance on guarding your banking book position in the face of both market variability and regulatory changes.

Using a combination of quantitative modelling, stress-testing and behavioral analysis, our insight gives you more control over the trajectory of your performance.

Shielding your trading book from market shocks

When markets change at unprecedented speeds, gains and losses in your trading book can have a significant impact on financial fitness. Zanders’ approach to risk combines sophisticated data science with regulatory knowledge and market experience. In short, you can rely on us to bring a sense of balance and pragmaticism to how you manage risks emerging from adverse market fluctuations.

The power of managing banking book risk


Hedging risks to your banking books

We 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.

Meeting the challenge of rising regulation

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.

A balance of quantitative analysis and qualitative judgement

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.


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Fintegral

is now part of Zanders

In a continued effort to ensure we offer our customers the very best in knowledge and skills, Zanders has acquired Fintegral.

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RiskQuest

is now part of Zanders

In a continued effort to ensure we offer our customers the very best in knowledge and skills, Zanders has acquired RiskQuest.

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Optimum Prime

is now part of Zanders

In a continued effort to ensure we offer our customers the very best in knowledge and skills, Zanders has acquired Optimum Prime.

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