Banking & Capital Markets

Your established partner

Contact
Dr. Gernot Blum
Partner

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Our Services

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

Trading & Sales

Our unique selling proposition is our ability to cover a broad range of topics while 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
Modern system solutions in trade, risk and transactions - designed, validated and in production
Large scale data processing for financial supervision purposes
Support in developing the first blockchain bank account
Complete modernisation of the reporting infrastructure for CoRep, FinRep and statistics
Providing guidance for acquisition and integration

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

Machine Learning in Compliance: This is how banks and financial service providers optimise sanctions & PEP screening in the KYC process

Over the past two decades, the compliance function has clearly gained in importance for banks. This is partially against a background of numerous...

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Whitepaper

Prudent Valuation (AVAs) in COVID-19 crisis

Since inception, the pro-cyclical nature of AVAs was pointed out by practitioners: In particular, in times of severe market stress, the 90%-quantile...

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Whitepaper

Impact of the new CVA risk capital charge

This paper highlights the key differences between current and future calculation approaches for regulatory CVA risk capital charges.

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Whitepaper

FRTB 2.0: The New Market Risk Framework

FRTB 2.0: The New Market Risk Framework – How much is in the CRR 2?


In January 2019, the BCBS published the final paper on the Fundamental Review of...

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Brochure

Blockchain and digital assets in 2019

d-fine supports blockchain-related projects for large and small clients since several years. Working in agile and joint teams, d-fine helps their...

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Whitepaper

Bilateral OTC Derivatives

Calculation and Exchange of Initial Margins for Bilateral OTC Derivatives

The detailed regulatory requirements for the collateralisation of bilateral...

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Whitepaper

FRTB Reloaded: New Consultation Paper

The Basel Committee (BCBS) published the new standards “Minimum capital require-ments for market risk” on 14 January 2016. On 22 March 2018, BCBS...

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Whitepaper

IRRBB Guidelines

In accordance with the announced update of the pillar 2 requirements, the European Banking Authority (EBA) published revised guidelines on the...

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Whitepaper

Settlement Gap Risk

Exchanging collateral has emerged as the market standard for mitigating counterparty credit risk in the interbank derivatives market. Collateral...

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Whitepaper

Computing MVA

MVA is today’s price of the future costs generated by future initial margin postings. Computing MVA requires long-term risk neutral simulations of...

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