Treasury Management Advisory
ACTUARIAL MODELLING
ASSET-LIABILITY MANAGEMENT
VALUATION OF FINANCIAL CONTRACTS
BALANCE SHEET MANAGEMENT
HEDGE ACCOUNTING
CAPITAL MANAGEMENT
CREDIT RISK MANAGEMENT
LIQUIDITY MANAGEMENT
RECOVERY & RESOLUTION
TARGET OPERATING MODEL
TRANSFER PRICING
CURRENCY RISK MANAGEMENT
INTEREST RATE RISK MANAGEMENT
A more difficult market environment, increased regulatory requirements and technological progress are extensive challenges for banks and insurance companies. Dealing with these changing conditions is crucial for a forward-looking orientation of treasury and risk management departments and the optimal use of financial resources.
FINYON supports you in all questions of financial corporate governance, treasury and balance sheet structure management and risk management. In doing so, we link economic, regulatory and accounting perspectives. Our skills and experience allow us to systematically identify and quantify risks and thus provide valuable management information for controlling and allocating financial resources.
Financial Regulation Assessment & Implementation
GOVERNANCE
IBOR TRANSITION
ICAAP/ ILAAP
IFRS 9/ IFRS 17
LEVERAGE RATIO
LIQUIDITY COVERAGE RATIO (LCR)
NET STABLE FUNDING RATION (NSFR)
RISK WEIGHTED ASSETS (RWA)
SOLVENCY II
TOO-BIG-TO-FAIL
The management of financial resources and risks is shaped by the complexity of new capital market regulations. A holistic simulation of the impact of new regulatory requirements on the business model and business processes as well as comprehensive planning of internal implementation are success factors for continuously ensuring regulatory compliance.
FINYON supports you in all phases of the introduction of new regulatory requirements; the analysis of the effects respectively impact assessments, the design of internal implementation, the implementation and adaptation of management and reporting processes and the testing of the implemented approach. In addition, we check whether adjustments to the existing governance structure and internal guidelines are necessary and implement them.
Financial Risk Modelling
COST-AT-RISK
MODEL VALIDATION
REPLICATION MODELS
RISK MEASUREMENT MODELS
SOFTWARE EVALUATION
SENSITIVITY ANALYSES
STRESS TESTS
SCENARIO ANALYSES
VALUE-AT-RISK
VARIABLE PRODUCTS
Successful performance and risk management requires the establishment of efficient processes and measurement methods. Relevant models are to be developed and implemented for this purpose. These risk models must take into account increased complexity due to innovations in financial markets, new financial products and adjustments to regulatory standards, be able to process large amounts of data and enable forward-looking analyses.
FINYON supports you in the modelling of financial risks and the corresponding implementation. This includes scenario analyses, stress test and VaR models as well as core deposit models for variable products. We develop individual models and implement them in customised software solutions to make financial risks quantifiable, simplify processes and standardise risk reports for daily use.
Data Analytics & Visualization
MANAGEMENT REPORTING
REGULATORY REPORTING
DASHBOARD
DATA AGGREGATION
DATA ANALYSIS
Transparent and comprehensive visualisation of the relevant influencing factors and control variables is crucial for decision-making in dealing with financial risks and resources. This also requires effective data aggregation with timely and accelerated data preparation and data analysis as well as corresponding processes in financial and risk reporting.
FINYON supports you in the collection of relevant data, the corresponding analysis such as the improvement of reporting processes and thereof derives approaches for the identification of new risks or opportunities for management and process improvement. We design and develop management reports and dashboards for the control-relevant data and present your information transparently as the basis for your decision-making.