- Banks
- Enterprise-wide risk management
- Bank Strategy & Profitability Management
- Treasury and Asset Liability Management
- Liquidity Risk Management
- Credit Risk Management
- Market Risk Management
- Applied financial engineering
- Basel II and regulatory compliance
- Compliance, regulatory and statutory reporting
- Systems integration
- Training and seminars
- Asset manager
- Insurance Companies
- Corporates
Quick Check Basel II
Basel II
Since January 2007 the rules and regulations of Basel II have become mandatory for credit institutions.
With comprehensive experience in numerous Basel II projects at universal banks and specialised financial institutions, we are in a strong position to offer efficient and competent support in:
- Establishing Basel II-compliant data warehousing based on an in-house solution or by using standard software
- Developing specific internal rating models, as well as validating existing rating models
- Implementation of Pillar II and Pillar III
- Setting up risk-sensitive portfolio management systems
What progress has your institution already made towards implementation of Basel II and modern credit risk management?
Our Basel II QuickCheck can provide you with a qualified response to that question tailored to your particular situation in only a few days.
The QuickCheck compromises:
- Analysis of the technical requirements (validation, stress testing, data history, etc.)
- Analysis of your existing system landscape and its reporting capabilities
- ‘Buy or make’ decisions for implementing Basel II-compliant data warehousing and rating models
- Cost estimate and rough timescale for establishing internal rating models and reporting tools.
How does the QuickCheck work?
Our experts perform on-site assessments to determine the sort of system architecture that your company will require in order to implement Basel II, so as to ensure compliance not only with the regulatory requirements but also with your own requirements. We then produce an implementation proposal based on the existing IT architecture (e.g. core banking systems, client information systems, collateral management, reporting, ALM systems, etc.), taking into account the cost/benefit relationships. The proposal is discussed with you. Finally, we draw up an implementation plan based on this proposal (selection and introduction of standard software/expansion of an in-house solution) which includes a cost estimate.
The QuickCheck takes around 5 working days and is performed by a team of 2-3 d-fine specialists. The clear structure of the QuickCheck means that costs can be kept at a minimum and concrete results can be achieved.
What do you have to do?
You should provide in-house specialists who are available for discussion in order to ensure that our analyses and proposals are as closely tailored to your institution as possible. We also require an overview of your current system landscape, various business areas and the planned Basel II approaches for each of these areas. .
How much notice do we require?
The date for the QuickCheck can generally be agreed one month in advance.
What sort of experience is the QuickCheck based on?
Our experience in the implementation of Basel II encompasses both major international banks and small specialised institutions. We have already implemented solutions based on both in-house and integrated standard systems. This experience helps us to determine the best solution for your institution. The QuickCheck allows us to produce a preliminary qualified analysis within only 3-5 days.
What is the next step?
If you have further questions on the QuickCheck, please do not hesitate to contact us:
Dr Stefan Hengstmann
Tel +852 3711 5800
