Client Rate ModelStreamline your client rate modelling process by easily comparing multiple alternative model specifications, readily available within our solution, and select the optimal set of explanatory variables.
Volume ModelDefine your volume outflow profile based on historical outflow behaviour, and tailor the profile to your needs using vintage analysis, interest rate dependency, or inflow assumptions.
ReplicationWhether you aim to optimize, or stabilize the margin on your non-maturing deposits, our replicating portfolio functionality can construct the optimal investment profile.
ReportingOur reporting functionality facilitates the continuous monitoring and backtesting of your models, while allowing for fair comparison between models calibrated on different time windows.
Zanders Inside is a cloud-based platform that offers innovative products in the areas of treasury, risk and finance. Find out what we can do for your business.
The European Committee (EC) has approved the regulatory technical standards (RTS) that include the specification of the Net Interest Income (NII) Supervisory Outlier Test (SOT). The
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First and foremost, the long period of low and even negative swap rates was followed by strongly rising rates and a volatile market, which impacted the behavior of both customers and banks
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On 20 October 2022, the European Banking Authority (EBA) published the final package of guidelines for the management of Interest Rate Risk in the Banking Book (IRRBB) and the Credit Spread
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The current version of the IRRBB Guidelines, published in 2018, came into force on 30 June 2019. At that time, the IRRBB Guidelines were aligned with the Standards on interest rate risk in the
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Regulation on interest-rate risk in the banking book (IRRBB) is evolving after being somewhat overlooked in recent years. Banks are now updating their interest-rate risk frameworks and have
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Treasury, as the custodian of risk management, could reinforce its role as an internal consultant on cash flow and help management prepare and substantiate decisions in allocating limited
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In a continued effort to ensure we offer our customers the very best in knowledge and skills, Zanders has acquired Fintegral.