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.

SAP Profitability and Performance Management

With SAP Profitability and Performance Management (PaPM, formerly FS-PER) you can rely on the latest integrated performance management application based on SAP HANA. 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 PaPM.

  • Extensive migration experience from SAP SEM-PA to SAP FS-PER
  • Mapping of cash flows for all major product types
  • PoC for individual contracts of VWFS AG
  • Collaboration and joint activities at SAP FS-PER with MSG/Nexontis and SAP

Integration OneSumX for Risk with SAP FSDM

We combine the internationally successful solution OneSumX for Risk Management by Wolters Kluwer with the innovative data platform for financial institutions SAP FSDP.

  • Generic data provision layer for the risk types Credit Risk, Liquidity Risk and Market Risk
  • Fast integration through standard adapter development in cooperation with SAP and Wolters Kluwer
  • Reduction of integration efforts through pre-configuration
  • Individually expandable through modular and user-friendly interface design

> read more about the ADWEKO FSDM2OSX adapter

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