Risk consulting and solutions
Market, Credit, Liquidity, Operational, Interest Rate Risk
Internal Control System (ICS)
Definition of the process landscape, risk taxonomy, modelling of business process by using BPMN 2.0, risk assessment / risk control matrix, reporting, preparation of the FINMA audit
Treasury consulting and solutions
Deal capturing, real time limit checking, intraday liquidity
Controlling consulting and solutions
Historical analysis, budgeting, forecasting, variance analysis
Regulatory consulting and solutions (LCR, NSFR, ALMM, COREP, FINREP, CRR)
Expertise, concepts, requirements, specifications, design, assessments.
Consulting / project implementation
Expertise, concepts, requirements, specifications, design, assessments.
Consulting / project implementation
Expertise, concepts, requirements, specifications, design, assessments.
Development of security trading
Development and automation of security trading (stocks, futures, options, ETF) for US and European exchanges.
System evaluation / assessment / design
Analysis, assessment, business requirements, testing and comparison of management information systems (MIS).
Econometric Forecasting
Forecasting of financial data using simple to complex non-linear, dynamic models. Identification of hidden mathematical relations
Training / Coaching
Workshops, trainings for traditional / alternative investments and risk management.