Interest and Liquidity Risk management
Interest and Liquidity Risk management Overview A German bank, part of French-based multinational financial services company was required to implement the group-wide used software for interest and liquidity risk monitoring and management. Aspect Advisory’s overall objective was to conduct the project, starting from the technical implementation to the final liquidity and interest rate scenario modelling. […]
Strategic partnership with Agricultural Cooperative
Strategic partnership with Agricultural Cooperative Overview An exciting partnership that allowed Aspect advisory to offer strategic and technical assistance to a South African agricultural cooperative on the premise of expansion. The cooperative landed a lucrative facility with an international DFI that warranted that it revamps its existing infrastructure, in particular, it’s credit and risk management […]
ECL Rating and Pricing tool Validation
ECL Rating and Pricing tool Validation Overview A project that can only be described as a demanding quantitative project that required ingenious approaches; a South African-based Developmental funding institution tasked Aspect Advisory with validating its existing risk-based pricing tool and expected credit loss (ECL) rating tool and methodologies as deployed within the risk management framework; […]
Regulatory handbook review
Regulatory handbook review Overview In this very informative project, Aspect Advisory was tasked with reviewing a multi-national corporate bank’s regulatory framework aimed at informing its line managers on the bank’s code of conduct, latest governance trends in anti-money laundering, sanctions and anti-bribery and anti-corruption. The bank had complete compliance handbooks that needed Aspect Advisory’s assurance […]
Climate Related Financial Disclosures and Stress Testing
Case Study Climate Related Financial Disclosures and Stress Testing Overview A large bank wanted to further develop the quality and maturity of their climate-related disclosures in accordance with TCFD recommendations. Aspect Advisory’s overall objective was to support the Bank with the review and analysis of their strategy for climate action and propose further development in […]
CRR 3 – Changes and Impact on Exposure Class “Real-Estate”
More granularity for a complex market The Economist recently reported that Real Estate is the largest asset class in the world, making up 68% of the world’s non-financial assets in 2020.[1] It naturally follows then that a large portion of European banks’ lending is dedicated to real estate. This is the latest asset class to […]