Das Experten Forum geht in diesem Jahr in die nächste Runde! Am 𝟮𝟮. 𝗡𝗼𝘃𝗲𝗺𝗯𝗲𝗿 𝟮𝟬𝟮𝟯 findet das 𝟰𝟬. 𝗙𝗶𝗻𝘁𝗲𝗴𝗿𝗮𝗹 𝗘𝘅𝗽𝗲𝗿𝘁𝗲𝗻 𝗙𝗼𝗿𝘂𝗺 statt.
Wie auch in den Vorjahren bietet die Agenda drei hochaktuelle Themen, die wir gemeinsam mit unseren Referenten und Ihnen diskutieren wollen:
„Need for speed on the road to Paris: insights from the second ECB climate stress test”
Chiara Lelli (Financial Stability Analyst, ECB)
„Impact Investing – Überblick, Abgrenzung, Herausford...
It is official, we are part of Zanders! 🎉 We have already been welcomed very warmly by our Zanders colleagues and are excited about the joint future.
We are very much looking forward to supporting our clients as Zanders and continuing to provide you with outstanding results!
+++ 𝗪𝗲 𝗮𝗿𝗲 𝗲𝘅𝗰𝗶𝘁𝗲𝗱 𝘁𝗼 𝗮𝗻𝗻𝗼𝘂𝗻𝗰𝗲 𝗷𝗼𝗶𝗻𝗶𝗻𝗴 𝗳𝗼𝗿𝗰𝗲𝘀 𝘄𝗶𝘁𝗵 𝗭𝗮𝗻𝗱𝗲𝗿𝘀 +++
After 20 years of supporting our clients, we are taking the next exciting step in our journey by becoming part of the Zanders team. Zanders is a global consultancy firm specialising in treasury, risk management and technology solutions. Together we will deliver exceptional services and solutions for our clients.
Andreas Peter, Managing Partner at Fintegral, underlines the purpose of the...
Using historical data to model climate risk is often obscure but it is not impossible. In this article, Fintegral demonstrate a 2-steps modelling approach to overcome the challenge of limited empirical evidence between climate change and traditional credit risk measures to model climate risk adjusted LGD.
This is the first article of our climate risk modelling series.
Click here for our published briefing: https://www.fintegral.com/news/article/how-use-historical-data-model-climate-risk-adjusted-lgd
With recent turbulent market conditions due to Covid-19, inflation and the Russia-Ukraine conflict, banks have been finding it challenging to accurately model their risk exposures. Volatility scaling is a simple and robust methodology that can be used to enhance VaR models, making them more reactive to shifts in market regimes and black swan events. The use of volatility scaling can significantly improve VaR model backtesting performance, reducing the number of VaR exceptions and overall capital...
With the UK economy facing rising interest rates to combat record levels of inflation, banks face increasing credit risks as households and firms struggle with their new reality. Without clear foresight of the fiscal policies and available long-term government support packages especially for the most financially vulnerable, the path to recovery remains unpredictable. Households and firms are likely to see further financial distress before seeing improvements.
In our latest publication, we tak...
Arne Kramer und Yasemin Dural haben diese Woche einen Gastvortrag bei Prof. Olaf Korn an der Georg-August-Universität Göttingen zum Thema „Operationelle Risiken in Banken“ gehalten. Arne ist im Rahmen seines Vortrages auf die Besonderheiten der Modellierung von Operationellen Risiken eingegangen und hat den Studierenden die Praxis des Risikomanagements nähergebracht. Yasemin hat darüber hinaus einen Überblick zu den Einstiegsmöglichkeiten bei Fintegral gegeben und den Berufsalltag als Consultant...
In this third part of our series on AI and Machine Learning (ML) for Credit Rating Models, we look at how ML techniques can be used either exclusively or combined with traditional approaches to tackle some of the common risk-related challenges facing banks today.
Furthermore, we demonstrate in our brief analysis how ML algorithms have stronger predictive capabilities versus the traditional logistic regression approach. However, the adoption of ML requires careful consideration and balancing th...
The PRA issued its banking supervisory priorities for 2023 providing guidance to firms on what they should expect for the upcoming year. On the back of an increasingly challenging economic climate and operating environment, the regulator highlighted a wide breadth of topical areas firms should expect to make progress on, especially in managing their financial and operational resiliency, and credit and model risks.
In our publication, we summarise the PRA’s priorities.
For the published article...
Die Aufsicht und Banken wenden sich zunehmend den nicht-finanziellen Risiken zu und werden sich dieser Risiken bewusst. Fintegral konnte in der Vergangenheit viele Einblicke in aufsichtliche Prüfungen im Themengebiet Non-Financial Risk gewinnen.
Unsere Erkenntnisse werden Martin Ruf und Lukas Schanzenbach nächste Woche im Rahmen eines Gastvortrages „Bankaufsichtliche Prüfung im Non-Financial Risk Umfeld“ an der Universität Bayreuth den Studentinnen und Studenten und allen weiteren Interessier...
