Risk Management

In the area Risk Management, we concentrate our many years of expertise in the implementation and maintenance of market risk, credit risk and portfolio analyzer. As a competent partner, we accompany our customers in all project phases - from analysis and conception to solution-oriented implementation and support in day-to-day operations.

Our Solutions and Offers

  • Market price risk
  • Liquidity risk
  • Counterparty risk
  • Counterparty limit
  • Commodity risk management
  • Interfaces from and to SAP systems
  • Securing regular operation
  • Overall bank management, asset-liability management, interest rate book management

Migration from SEM-PA to FS-PER

Rely on the data migration experts for the migration. With our business expertise in Revenue & Cost Controlling and our technical know-how with the SAP HANA platform, we enable the implementation of various calculation methods in FS-PER.

  • Migration experience with SAP SEM-PA, including version upgrades
  • Mapping of cash flows for all major product types
  • PoC for individual contracts of VWFS AG
  • Collaboration and joint activities at FS-PER with MSG/Nexontis and SAP

Market Price Risk

Utilization of solutions for market price risk measurement using common statistical models such as stress testing and value at risk

  • IRRBB Management of interest rate risk
  • Add-on for the calculation of basic risks

Liquidity Risk

Presentation of the liquidity ratios for medium and long-term risk, including new business simulation

  • Lean implementation of even new solutions
  • Proactive recommendations for new requirements of the banking supervisory authority or adjustments to the standard
  • Reliable partner for release upgrades

Counterparty risk

Implementation of credit risk models in compliance with regulatory requirements

  • Fulfillment of international regulations
  • Extension of counterparty risk to meet IRRBB requirements
  • Proactive notices of changes to specifications or changes to the standard

Counterparty Limit

Establishment of a limit for monitoring utilisation including integration into the trading system for intraday monitoring and extension of the standard with plausibility checks for allocating limits

  • Implementation partner for plausibility checks to minimize errors in limit allocations
  • Timely correction of possible errors through professional and technical expert knowledge

Interfaces

Integration of modules or complete software solutions from other manufacturers and integration of SAP systems into the in-house infrastructure.

  • WoltersKluwer as interface support or as control tool
  • Support in validating the output data
  • Selection of the best building blocks for the construction of an individual architecture
  • Advice on the establishment of a sustainable infrastructure
  • Probing of the required input data
  • WoltersKluwer as partner software
  • Support in validating the output data

Our Competence

Our Risk Management unit combines technical expertise for the platforms of SAP and WoltersKluwer with excellent technical know-how. This unique combination allows the design and implementation of risk models from a single source. Risk controlling and treasury departments appreciate our expertise in successfully implementing new regulatory requirements and optimizing and securing regular operations.

  • Lean implementation of even new solutions
  • Proactive recommendations for new banking supervisory requirements
  • Ongoing know-how update of our experts and the associated transfer of knowledge
  • Reliable partner for release upgrades

References

Add-on for calculating basic risks in accordance with Basel requirements

Development of a customer-specific add-on for the calculation of basic risks according to Basel requirements on the existing SAP SEM Banking platform.

Michael Nyenhuis