Establishing integrated interest book management is a central aspect of any overall bank management concept. Modern management systems unite a present value and periodic treatment of performance and risk in the entire interest book. As a result, the present value results have to be reconciled with periodic income statements in both the post calculation and in advance planning. zeb/ supports banks to overcome this challenge.
zeb/ helps you to establish the core processes for present value-oriented interest book management to complement traditional period-oriented asset-liability management (ALM). We also support you to integrate both perspectives, which is essential for a coherent and fully accepted overall bank management concept.
Main areas of consulting:
- Another central challenge, in addition to the diverse aspects of risk quantification, is the imputed separation of the "actual" treasury result from the sales performance. The challenge is to ensure the acceptance of the performance attribution.
- We develop a bank-specific return and risk-optimized period transformation strategy from a present value and periodic management perspective.