The pressure on banks to change is currently greater than that faced by any other sector of the economy. The most obvious sign of this comes in the form of ever wider legal and regulatory requirements, although the process is also driven by tighter markets and competition. Once you have got to grips with the legislation and regulation, it is usually time once again to increase the efficiency of your IT architecture and of your organisation as a whole. In terms of methodology, expectations are also rising inexorably - and not just because of market volatility and more demanding customers. Managing risk and directing operations on the basis of clearly quantifiable indicators have long been regarded as essential corporate management tasks. 

In this highly complex business environment, you can rely on d-fine's expertise. We specialise in the areas of risk and finance for financial service providers.  

Our 600-strong team of specialists can advise you on all of the industry-specific, methodological and technical aspects of trading, risk control, credit processes, corporate management, asset liability management and statutory reporting. In particular, we can: 

  • Help you to develop operational, risk and profit management systems
  • Help you to select and introduce trading, ALM, credit, accounting and front-, middle- and back-office systems
  • Advise you on the valuation of corporate acquisitions (M&A)
  • Help you to implement every aspect of Basel III
  • Help you to implement IFRS or US GAAP
  • Produce an independent valuation of financial derivatives and structured portfolios
  • Help you to structure your ABS and MBS transactions 

Follow the links to learn more about:

References banking

Benchmarking of risk modelling
Customer type and project objectives
  • Appraise the risk modelling of a German financial institution through benchmarking with the market standard on credit risk, market risk and inter-risk aggregation.
  • Evaluate the handling of derivatives in terms of the measurement, control and avoidance of counterparty risks.
Tasks assigned to d-fine
  • Risk modelling appraisal.
  • Quality assurance of approach to appraising the risk modelling.
  • Quality assurance of results and support in producing a presentation of results for management.
  • Counterparty risk derivatives.
  • Analysis of the regulatory requirements.
  • Conceptional and strategic assessment of handling counterparty risks, benchmarking the determination of exposure.
  • Creation of options for developing the measurement and control of counterparty risk and performance of test calculations.
  • Assessment of available infrastructure and rough planning of possible implementation of options.
Risk management handbook
Customer type and project objectives
  • Planning and initial drafting of a handbook for the risk management department of a German bank.
Tasks assigned to d-fine

Organisation, technical leadership and presentation of training sessions with the following content:

  • Project management.
  • Categorisation and gap analysis of available documentation.
  • Addressing of need for action in relation to existing documentation.
  • Preparation and conducting of interviews and workshops with participating members of management to develop suggestions for the handbook structure.
  • Formulation and agreement of the structure and planned content of the handbook.
  • Production of the initial version of the handbook.
  • Drafting a procedure for updating and maintaining the handbook.