Banking & Capital Markets

Change needs new ideas and a reliable partner

Contact
Dr. Andreas Werner
Partner

E-Mail

Our Services

Trading & Sales Commercial & Retail Banking Operations Risk Finance Regulation & Compliance Sustainability Technology Outsourcing

Trading & Sales

Our unique selling proposition is our ability to cover a broad range of topics whilst at the same time offering in-depth, detailed knowledge of products, processes, methods, and models. We can support you in analysing the impact of regulatory changes as well as in designing and validating your quantitative models for pricing and xVA. We review your trading architecture and operating model and support you in introducing or upgrading your trading and limit systems. We orchestrate your processes and digitize your customer interface.

 

References

Internal risk models for credit and market risk
Building a cloud-native risk platform
Modern system solutions in trading, risk and transactions - designed, validated and in production
Large-scale data processing for financial supervision purposes
Complete modernisation of the reporting infrastructure for CoRep, FinRep and statistics
Providing guidance for acquisition and integration

Digital Finance

"The future of finance is digital."

(Valdis Dombrovskis)

In the financial sector, digital transformation is one of the central trend topics of the coming years. The EU Commission is also ushering in a new digital era in financial regulation with numerous initiatives in the area of "digital finance".

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Blockchain case studies

Financial market infrastructure SSD prototype Trade finance prototype Ethereum derivatives trading prototype

Financial market infrastructure

Blockchain proof of concept for financial market infrastructure

Development of a Proof of Concept with Smart Contracts in Ethereum and Hyperledger.

d-fine developed and evaluated different business cases for using Blockchain and Distributed Ledger Technology in the context of financial market infrastructure: for Real Time Gross Settlement Systems and issuance of securities. With our client, we developed the prototypes end-to-end, from the user interface to the smart contracts and infrastructure setup.

Insights

Whitepaper

Finalisation of IRRBB and CSRBB Regulation on European Level

New guidelines for the management of interest rate and credit spread risks in the banking book

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Whitepaper

Help from outer space – how to solve the green data challenge

Satellite imagery can support ESG implementation, smart lending, and risk management at financial institutions

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Whitepaper

Consultation of the new standards for IRRBB and CSRBB

New regulatory requirements for interest rate risk and credit spread risk in the banking book

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Whitepaper

DvP using CBDC: a "settlement choice model" for securities settlement

How Central Bank Digital Currencies and blockchain can create efficiencies in Delivery vs. Payment processes

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Whitepaper

Impact of the FRTB on internal risk management

The “Fundamental Review of the Trading Book” (FRTB)1 introduces significant changes to the regulatory capital requirements for market risk. There are…

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