Treasury

CHALLENGE: A major full-service bank with a strong portfolio in corporate and project financing desires to evaluate active management of their own risk-weighted assets position, including centralized pooling effects and securitization options to increase their return-on-risk.

OUR SOLUTION: Organizational, processual, and data blueprint for the possible creation of a centralized Loans Treasury. Case calculation based on centralized assumed prices for credit risk (analog to Funds Transfer Prices) and the necessary market-making aiming at obligations buyers.

CHALLENGE: The goal is to turn the banking-book Treasury into a profit center with own steering assignments and own positions and management responsibility, separate from the trading book. This requires the creation of a solution for depiction, risk transferal, and management of Treasury positions in a consolidated view.

OUR SOLUTION: Implementation of an efficient Treasury management by data consolidation and harmonization along professional criteria, automated transfer of preliminary calculation results, as well as risk transfer to Treasury management. At the same time, business processes for preliminary calculation and risk identification were adjusted and results delivered down-stream, providing risk controlling with all relevant information.

CHALLENGE: A major commercial real-estate bank wants to centralize core functions of Treasury (liquidity and ALM) professionally as well as technologically. The goal is to create a near-time overview of present value and periodical risks in the banking book directly in the operative system to ensure matching valuations in hedging and steering.

OUR SOLUTION: Creation of a cashflow-based near-time mirroring of all business data of the banking book – especially of structured loans – within the operative trading system. Along with this, usage of flexible and precise capabilities for cashflow roll-out of the trading system to show the challenging structures of the loans business.