The management of liquidity risks is an issue that has gained significance since the minimum requirements of risk management (MaRisk) explicitly defined liquidity risk as an independent risk type. However, the current developments in the money and capital market show that credit spreads are subject to high fluctuation. As a result of this, there is greater exposure to structural liquidity risk. zeb/ provides you with a reliable liquidity management concept which is integrated in your overall bank management structures.
zeb/ supports you in the establishment of MaRisk-compliant liquidity risk management by providing management advice and, if required, its own software (zeb/liquidity.manager).
Our services:
- Support in the systematic development of a bank-wide liquidity cash flow as the basis for liquidity management
- Development of an early warning system to identify liquidity bottlenecks
- Measurement of liquidity risks for the evaluation of significance and integration in the overall bank risk bearing capacity analysis
- Definition of stress scenarios from a liquidity risk viewpoint
- Establishment of liquidity risk reporting / liquidity overview
- Other issues relating to liquidity risk management