Projects

Below you will find a few examples of assignments that we carry out:

  • Support SREP process: the support of a small bank in the annual SREP process (Risk Appetite Statement, ILAAP, ICAAP, Stress testing and Recovery plan)
  • Support SREP and risk management activities: support with the update and improvement of SREP documents of a medium-sized bank. In addition, master students provided support in regular risk assessments.
  • Gap analysis of new interest rate risk regulations: at a smaller bank, we conducted an overview study of possible improvements in the interest rate risk framework in the context of the new EBA and Basel documents.
  • Data research: impact analysis and pilot for a forecasting model. Start with analysis of data quality and possible forecasting methods.