PERFORMING WITH RISK

Through careful consideration and analyses of banks’ finances, objectives and strategies controllers should ensure both, that a bank's businesses continue to be profitable and efficiently run, and that all business practices are in compliance with current financial and regulatory requirements. We endow controller groups, nowadays often called 'finance departments', with modern value-based management concepts and management information tools so that they can safeguard their banks' assets and maintain the integrity of their bank's finances and expenditures.

Credit departments are responsible for protecting the bank's capital. We support our clients in closely dovetailing the credit risk management functions, from analysing the business and financial profile of each of the bank's counterparts, via assessing default risks and risk mitigants, to implementing modern active credit portfolio management concepts. We also help clients with Basel II regulatory changes, management and regulatory reporting as well as ICAAP.

We design and implement pricing models and market risk measurement models for banks' market risk management and analysis departments, including Value-at-Risk (VaR) models, stress testing, risk concentration and hedging analysis.

In addition, we promote our newly-developed bank-wide risk measurement methodology T2I that - as an alternative to traditional risk metrics - show the outstanding "Time-to-Insolvency" in terms of surviving days. This methodology was developed as an answer to inquiries to make statements about banks' time to ruin during the financial crisis and has proven to become a real alternative to traditional risk metrics such as market and credit risk VaR.