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 Technology

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
Modern system solutions in trading, 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

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

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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Whitepaper

Impact of the New CVA Risk Capital Charge - Including final targeted revisions from July 2020

This paper highlights the key differences between the current and future calculation approaches for the regulatory CVA risk capital charge. Our sample…

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Whitepaper

Climate risks in ICAAP and stress tests? A sensible approach to integration into bank management.

How can the risk horizon of climate developments, which span several decades, be harmonised with the management horizon of banks? We try to answer…

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Whitepaper

COVID-19 scenario analysis - An unexpected stress test in 2020

Stress tests are the established tool for analysing the impact of exceptional events on balance sheets, business models and fundamental viability of a…

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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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