Regulatory Reporting

Implementation of a comprehensive risk management system for the BHF Bank, satisfying the the sixth KWG-Amendment with the implementation of an internal model (Principle I). Conceptual design and implementation of an internal model to measure and control market risks in compliance with the requirements of Principle I. Determination of appropriate methods. Implementation of Value-at-Risk (Variance/Co-Variance and Monte Carlo Simulation), stress testing and clean back testing in the bank's risk management system. Integration into the MIS of the bank. Extension of the model for the calculation of vega risk, specific equity and interest rate risks. Preparation for the approval of the internal model by the auditing department and supervisory authorities

Construction of standardized derivatives reporting (IAS Notes, BIZ Reporting, Derivative Statistics, reporting a foreign parent affiliate) for a middle-sized German bank

Quality control of a controlling concept with regard to regulatory requirements (Principle 1, MaH) for a large German financial services institution

Implementation of the controlling system Risk Watch to provide support for ALM and implementing the interface to the system's supplying data. Establishment of procedures for the measurment of market risk (VaR) and regulatory reporting

Review of the back testing methodology of the Value-at-Risk system of a large German financial institution

Analysis and restructuring of the reporting processes (BiSta, KWG-Reporting) for a large German bank

Selection of a banking system for a German bank providing universal and specialized services: the compilation of data requirements in credit and private customer services (a modern system for the acquisition of bank products in the area of assets and liabilities, in compliance with MAK and Basel II), payment transactions, accounting and controlling, specification of a data-requirement catalogue, establishing a market overview, organizing and conducting presentations for the system producer, and quantitative analysis based on the degree of coverage of the requirements, the producer's presentations and the evaluation of the operating department

Technical monitoring of the implementation of SAP as a credit system and primary book for a large German bank

Conceptual design and implementation of the sixth KWG Amendment (§§13, 14- Reporting, Principle I) for a middle-sized German bank

Conceptual design and implementation of a consistent derivatives reporting (IAS Notes, BIZ Statistics, reporting with Derivate V, reporting to a foreign parent affiliate)