- 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
Enterprise Wide Risk Management and Capital Allocation
- Selection of a banking system for a German bank providing universal and specialized financing services. The process involved: 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 CRD and Basel II), payment transactions, accounting and controlling, the compilation of business requirements, and the software vendor RFI and RFP processes.
- Conceptual design and implementation of a management information system (MIS) for a German bank. This included: the analysis of existing management reporting, development of value-driver trees, development of an Excel-based reporting prototype.
- Development of a business plan for direct sales of financial products of an international bank; development of an Excel application simulating future fee cash-flows (incoming and outgoing) resulting from flow trades; support of the planning process for the income structure of sales.
- Implementation of riskpro for the controlling department of a large German specialized finance institution. Use of dynamic simulation on the basis of individual trades taking into consideration derivatives and options structures.
- Conceptual design and implementation of comprehensive integrated profit centre calculations and strategic (trading book) business line management. Construction of performance measurement procedures for sales and risk management (market and credit risk); implementation of a multi-dimensional database (SAS CFO Vision) for analysis and reporting; development of processes to support firm-wide strategic planning.
- Introduction of an ALM system (riskpro) for a large German specialized finance bank
