ALM and Treasury

• Implementation of TREMA FinanceKIT for the global treasury operations of a large industrial conglomerate across all group treasury functions (front office, back office, cash management, treasury accounting, exposure calculation and controlling) and covering all international subsidiaries.

• Treasury system selection for a German specialized finance institution. The selection process involved: compilation of a data requirement catalogue, establishment of a market overview, organization of the system vendor RFP process

• Implementation of a comprehensive trading and risk management system for the treasury department of a specialized finance institution. This included: conceptual design, mapping of all relevant financial products, integration into the existing IT-environment, automated confirmation of market conformity, risk reporting, balance sheet simulation, MIS and documentation.

• Implementation of riskpro for the controlling department of a large German specialized finance institution. Use of dynamic simulation on the basis of individual trades taking into account derivatives and options structures.

• Compilation of business requirements and management of the RFI process for the asset management systems of a large German specialized finance bank

• Design and validation of Deutsche Bank's treasury system. In this system, future cash flows resulting from investment and credit transactions, as well as its treasury position, built up of suitably chosen interest rate derivatives, are generated daily. On the basis of the generated cash flow vector, a risk-management evaluation was compiled for treasury.

• Conceptual design, implementation and test of an IAS 39/FAS133 compliant hedge-accounting methodology for the ALM system of Deutsche Bank 24

• Implementation of RiskWatch to provide support for ALM, and implementation of the interfaces to the data feed systems. Establishment of procedures for the measurement of market risk (VaR) and regulatory reporting

• Conceptual design and implementation of comprehensive integrated profit centre calculations and strategic (trading book) business line management. Construction of performance measurement procedures for sales and risk management (market and credit risk); implementation of a multi-dimensional database (SAS CFO Vision) for analysis and reporting; development of processes to support firm-wide strategic planning.

• Selection of an integrated trading and treasury system for a mortgage bank

• Implementation of an ALM system (riskpro) for a large German specialized finance bank

• Selection of a treasury system for a leading German industrial corporation

• Implementation and quality control of an asset and liability management system (ALM) for a major German bank

• Conceptual design of an extension in asset and liability control of a German bank entailing: establishment of an overview of current practices, specification of the data requirements for the data repository and the necessary interfaces, implementation of the bank's risk management system and the reporting processes

• Review of ALM processes during the implementation of standardized ALM guidelines for a German bank