The implementation of the minimum requirements for risk management (MaRisk) involves the establishment of bank-wide risk bearing capacity concepts. With zeb/ as their partner, banks can overcome the biggest resulting challenge of optimally managing risk capital based on smart allocation decisions within the bank.
We create the necessary transparency with regard to the risk-return properties of existing asset classes. We also include potential new asset classes.
Our services in detail:
- We implement bank-specific reviews of new, capital market-oriented asset classes for the diversification and improvement of your bank's risk-return situation.
- Our analyses are the source of a "strategic target concept" for allocation. We also select viable investment alternatives and instruments on a bank-specific basis which enable the systematic switch over to the planned strategy.