RISK MANAGEMENT INSIGHTS

Mit verbessertem Risikomanagement zum entscheidenen Wettbewerbsvorteil

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Why banks need to evolve their approach to climate and ESG riskManaging environmental, social and governance (ESG) risk is important to banks, regulators, investors and consumers – yet there are many interpretations of how to do it. To thrive, organizations must evolve their risk management practices – including those affected by ESG risk.
Risk data infrastructure: Staying afloat on the regulatory floodWhat are the challenges of a risk data infrastructure and how can they be addressed? Here's what you need to know to build an effective enterprise risk and finance reporting warehouse that will effectively address compliance requirements.
Are you good at scoring?Credit scoring is the foundation for evaluating clients who apply for a loan (or other types of exposure for the bank). It is not unusual for it to take up to 12 months to build and deploy a new credit scoring model. Reforming the process will help minimize losses, increase earnings and reduce operational risk.
Understanding capital requirements in light of Basel IVMany financial firms are already using a popular 2012 PIT-ness methodology for internal ratings-based models. This article examines eight ways the industry is successfully using the methodology – and why this approach can bring synergies for banks, value for regulators, and major competitive advantages.
Model risk management: Vital to regulatory and business sustainabilitySloppy model risk management can lead to failure to gain regulatory approval for capital plans, financial loss, damage to a bank's reputation and loss of shareholder value. Learn how to improve model risk management by establishing controls and guidelines to measure and address model risk at every stage of the life cycle.
Beyond IFRS 17 – what's next?IFRS 17 is not just a new accounting standard. Its fundamental objective is to provide transparency and insight to the insurance business while identifying strengths and areas for improvement. Learn how to keep a long-term vision and achieve broader business value beyond the immediate demands of IFRS 17.
IFRS 9 and CECL: The challenges of loss accounting standardsThe loss accounting standards, CECL and IFRS 9, change how credit losses are recognized and reported by financial institutions. Although there are key differences in the standards for CECL (US) and IFRS 9 (international), both require a more forward-looking approach to credit loss estimation.
Risk data aggregation: Transparency, controls and governance are needed for data quality and reportingFinancial institutions’ data aggregation and reporting techniques and systems are receiving increased attention both internally and externally. Find out how to take a comprehensive approach to BCBS principles and risk data aggregation and management.
frtb: a wait and see strategy could be riskyFRTB, fundamental review of the trading book, is a regulation that changes how banks analyze market risk in the trading book to address systemic challenges.
IFRS 17 and Solvency II: Insurance regulation meets insurance accounting standardsIFRS and Solvency II encourage comparability and transparency from a regulatory and accounting perspective for insurers, but there are important differences.
CECL: Are US banks and credit unions ready?CECL, current expected credit loss, is an accounting standard that requires US banking institutions and credit unions to estimate life-of-loan losses at origination or purchase.
Understanding capital requirementsCredit risk classification systems have been in use for a long time, and with the advent of Basel II, those systems became the basis for banks’ capital adequacy calculations. What is needed going forward is an efficient and honest dialogue between regulators and investors on capitalization.
IFRS 17: Waiting is not an optionIFRS 17 is a principles-based accounting standard for the future-oriented valuation of insurance contracts. Designed to increase financial transparency, IFRS 17 requires insurers to report in more detail on how insurance and reinsurance contracts affect their finances and risk.
Scenario stress testing: Beyond regulatory complianceScenario stress testing offers banks a way to simulate responses to a financial crisis using a wide range of conditions and levels of severity.
The analytical CRO and the risk aware CFOTo create a more risk-aware organization, the most important collaborative relationship for the CRO is with the CFO and the finance team. The CFO and CRO – as the executives responsible for budgeting and supervision – tend to get caught in the middle of competing objectives.
General Data Protection Regulation: From burden to opportunityThe General Data Protection Regulation stirs up mixed emotions, but Kalliopi Spyridaki shows how to use the new legislation for business advantage.
Credit risk management is the answerLending and loan volume is back up to pre-crisis levels. But banks are facing higher delinquencies as well. That's why improving credit risk management is crucial.
New attitudes for liquidity risk managementRecent liquidity risk shocks and regulatory pressures have highlighted the need for agile liquidity risk management and planning systems. To manage liquidity risk more strategically, banks will need the right strategy, solution architecture and IT systems – plus governance to manage the process.
Should banks adopt regulations as best practices?The regulatory tsunami isn't letting up, but is there value to be gained in adopting, for instance, BCBS 239 principles?
Retail cyber risk toleranceManage your data assets just as you would any of your physical assets by putting security plans in place for any and all contingencies.

Risikomanagement: Die Grundlagen

Wie auch immer Ihr Unternehmen Risiken einstuft, Sie benötigen bewährte Verfahrensweisen und Best Practices, die Ihnen helfen, eine risikobewusste Kultur zu etablieren, Kapital und Liquidität zu optimieren und die aufsichtsrechtlichen Anforderungen zu erfüllen. Eine leistungsstarke Risikoanalyse kann für mehr Effizienz und Transparenz sorgen und das richtige Gleichgewicht zwischen kurz- und langfristigen Strategien herstellen, so dass Sie den sich ändernden aufsichtsrechtlichen Anforderungen sicher begegnen können.

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Was bedeutet Kreditrisikomanagement?

Die Schuldenkrise, die auf die weltweite Finanzkrise folgte, rückte die Vorgehensweisen im Bereich des Kreditrisikomanagements ins Rampenlicht. Und sie werden demnächst eine noch wichtigere Rolle spielen, da sich die Banken auf die Auswirkungen der neuen Basel-III-Vorschriften, die höhere Kapitalkosten für das Kreditrisiko vorschreiben, einzustellen haben.
Auch wenn das Kreditrisikomanagement schon immer eine wesentliche Aufgabe der Banken war, ist ein besseres Kreditrisikomanagement unerlässlich - und das nicht nur aus Gründen der Compliance. Erfahren Sie mehr darüber, wie das Kreditrisikomanagement eine große Chance zur Verbesserung der Gesamtleistung einer Bank darstellt.

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Was bedeutet Liquiditätsrisiko?

Einst war das Liquiditätsrisikomanagement bei den Banken nur ein Lippenbekenntnis. Doch die globale Finanzkrise änderte all das, indem sie das Liquiditätsrisiko als die Achillesferse der Branche aufdeckte. Heute ist das Liquiditätsrisiko zu einem alltäglichen Bestandteil des Bankenlexikons geworden, da sich die Finanzbranche auf weitreichende regulatorische Änderungen im Bereich der Liquidität vorbereitet. Aber ist das Liquiditätsrisikomanagement etwas, das man begrüßen oder fürchten sollte? Hier erfahren Sie, was die Experten über das Liquiditätsrisiko sagen und welche leistungsstarken Lösungen Ihnen bei der Bewältigung helfen können.

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