Results for ‘Modelling’

IFRS 9 – Annual Report Study

First, these regions were analyzed independently such that common trends and differences could be noted within. These results were aggregated for each region such that these regions could be compared with each other. The results show that within European regions the year-on-year trends are similar between banks, but that across…

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Zanders further strengthens global presence with growth of APAC team, opens new office in Singapore

Singapore, April 1, 2025 – Zanders, a leading global treasury and risk consultancy, is strengthening its presence in Asia-Pacific with a newly established office in Singapore. This new presence reinforces Zanders’ commitment to serving its growing client base in the region, supporting multinational corporations, regional treasury centers (RTCs), and financial…

Boosting MVA Calculation efficiency: the power of GPU computing

With recent volatility in financial markets, firms need increasingly faster pre-trade and risk calculations to react swiftly to changing markets. Traditional computing methods for these calculations, however, are becoming prohibitively expensive and slow to meet the growing demand. GPU computing has recently garnered significant interest, with advances in the fields of…

A new IRRBB Roadmap for Knab

After a prolonged period of stable low (and at points even negative) interest rates, 2022 saw the return of rising rates, prompting Dutch digital bank, Knab, to appoint Zanders to reevaluate and reinforce the bank’s approach to risk. The evolution of Knab Founded in 2012 as the first fully digital…

The EBA’s new IRRBB heatmap implementation: reporting on key objectives 

The implementation update covers observations, recommendations and supervisory tools to enhance the assessment of IRRBB risks for institutions and supervisors.1 Main topics include non-maturing deposit (NMD) behavioral assumptions, complementary dimensions to the SOT NII, the modeling of commercial margins for NMDs in the SOT NII, as well as hedging strategies.  …

Software

Empowering Royal FloraHolland with a new credit line to support its sustainability efforts

How do you get banks on board to provide you with financing on favorable terms when your modus operandi isn’t maximizing profit? Zanders helped Royal FloraHolland find the answer, leading them to secure a new debt facility of €210 million with three banks. Royal FloraHolland is the largest B2B floriculture…

Converging on resilience: Integrating CCR, XVA, and real-time risk management

However, CCR remains an essential element in banking risk management, particularly as it converges with valuation adjustments. These changes reflect growing regulatory expectations, which were further amplified by recent cases such as Archegos. Furthermore, regulatory focus seems to be shifting, particularly in the U.S., away from the Internal Model Method…

Confirmed Methodology for Credit Risk in EBA 2025 Stress Test 

The timelines for the entire exercise have been extended to accommodate the changes in scope: Launch of exercise (macro scenarios)Second half of January 2025First submission of results to the EBAEnd of April 2025 Second submission to the EBAEarly June 2025 Final submission to the EBAEarly July 2025 Publication of resultsBeginning of August 2025 …

Insights into cracking model risk for prepayment models

Within the field of financial risk management, professionals strive to develop models to tackle the complexities in the financial domain. However, due to the ever-changing nature of financial variables, models only capture reality to a certain extent. Therefore, model risk - the potential loss a business could suffer due to…

Budget at Risk: Empowering a global non-profit client with a clearer steer on FX risk

Charities and non-profit organizations face distinct challenges when processing donations and payments across multiple countries. In this sector, the impact of currency exchange losses is not simply about the effect on an organization’s financial performance, there’s also the potential disruption to projects to consider when budgets are at risk. Zanders…

Definition of Default

Regulations In 2016, the European Banking Authority published the final report on the Guidelines on the application of the definition of default. This guideline, commonly referred to as the guidelines on the new Definition of Default poses a challenge for banks in multiple ways. The first challenge is that their…

Liquidity Risk

Market Risk

Calibrating deposit models: Using historical data or forward-looking information?  

After a long period of negative policy rates within Europe, the past two years marked a period with multiple hikes of the overnight rate by central banks in Europe, such as the European Central Bank (ECB), in an effort to combat the high inflation levels in Europe. These increases led…

Supporting Your Treasury Processes with SAP S/4HANA: Cash and Banking First

On the 22nd of August, SAP and Zanders hosted a webinar on the topic of optimizing your treasury processes with SAP S/4HANA, with the focus on how to benefit from S/4HANA for the cash & banking processes at a corporate. In this article, we summarize the main topics discussed during…

Zanders expands US footprint and strengthens leadership with hiring of new partner, Karsten Kohl

Utrecht, The Netherlands – September 10, 2024 – Karsten Kohl joins treasury and risk consultancy Zanders as Partner in the US. With his specialized knowledge and experience in the area of SAP Treasury implementations, he provides support in global transformation projects. With his consulting background, Karsten brings far-reaching experience in…

Why Banks are Shifting to Open-Source Model Software for Financial Risk Management

Banks perform data analytics, statistical modelling, and automate financial processes using model software, making model software essential for financial risk management.  Why banks are recently moving their model software to open-source1:  Volume dependent costs: Open-source comes with flexible storage space and computation power and corresponding costs and capacity.   Popularity: Graduates…

Financial risk management modeling

When risk models are misused or flawed the consequences can be significant. We make sure your model landscape is continually optimized and well maintained.