Asset ledger
Regulatory requirements relating to the bank's management of strategic interest rate risk in the asset ledger have been tightened up considerably in recent years to cover the regulatory 'blank spot' that used to exist in respect of maturity transformation. zeb/ supports its customers in the implementation of the relevant qualitative and quantitative regulation standards such as the minimum requirements of risk management (MaRisk) or the anomaly approach.
One basic element of our services is an analysis of interest risk management in the asset ledger from a regulatory viewpoint – tax-related, procedural and organizational. Any necessary action requirements are systematically evaluated and disclosed.
Our services
- Based on an analysis of the status quo, we support you in specific areas of implementation, such as the combination of present value and periodic earnings forecasts in the interest book. We use the anomaly approach, for instance, to take existing cover assets pools and regulatory risk restrictions into account.
- We coach the board members individually to prepare them for an audit interview in the context of section 25a of the German Banking Act (KWG) or an MaRisk audit.
- Quality assurance measures for the quantification and management of interest rate risks in the asset ledger round off our portfolio of services.
Trading book
The minimum requirements of risk management (MaRisk) are the regulatory statutes of section 25a of the German Banking Act (KWG). MaRisk stipulates the qualitative and quantitative regulatory requirements for German banks. zeb/ helps its customers to satisfy these requirements in many different ways.
Market risk management analyses from a regulatory perspective - i.e. a procedural, organizational and technical perspective - are the core element of our service portfolio.
Our services:
- Based on a status quo analysis, we support you in specific aspects of implementation, such as the development of internal risk models which comply with regulatory requirements.
- We prepare for and support you during the regulatory acceptance of market risk models.
- We coach the board members individually to prepare them for an audit interview in the context of section 25a of the German Banking Act (KWG) or an MaRisk audit.
- Quality assurance measures for the quantification and management of interest rate risks in the asset ledger round off our portfolio of services.