- Enterprise Wide Risk Management and Capital Allocation
- ALM und Treasury
- Liquidity Risk
- Basel II and Regulatory Compliance
- Front-, Middle and Back-Office Systems
- Credit Risk
- Market Risk
- Market Data Management
- Operational Risk
- Pricing and P&L Calculation
- Accounting, Controlling & Management Reporting
- Training and Seminars
Basel II and Regulatory Compliance
- Extension of an expert rating to an internal rating model in compliance with Basel II for a specialized German financial institution
- Selection of a banking system for a German bank providing universal and specialized services. The selection process included: the specification of informational requirements for credit and private customer services (a modern system for the acquisition of bank products in the area of assets and liabilities, taking into consideration the challenges of MAK and Basel II), payment transactions, accounting and controlling, the compilation of a data requirement catalogue, establishing a market overview, organizing and conducting presentations for the system producers, and quantitative analysis based on the degree of coverage of the requirements, the producer's presentations and the evaluation of the operating departmentn
- Complete planning of the implementation of Basel II for a large German specialized financial institution
- Implementation of Basel II for a large German specialized bank
- Development, implementation and validation of an internal model in compliance with Basel II for a specialized German bank with a focus on non-profit clients. Application of a variety of techniques to ensure that the requirements for various segments of credit engagement are met satisfactorily
- Development, implementation and validation of an internal rating procedure (in accordance with Basel II) for a middle-sized German bank with a significant proportion of specialized loans. Application of complex statistical methods for the determination of default probabilities and losses due to default
- Development, implementation and validation of an internal rating procedure in compliance with Basel II for a middle-sized German bank with a focus on private customers. Application of a variety of techniques to ensure that the requirements for various segments are satisfied
