As a result of the fast changing and unstable financial environment, maintaining efficiency and securing resources in the Treasury area have become an even bigger challenge than before. We help your Treasury stay compliant and well equipped for future challenges.
Understanding the impact of market changes on short- and long-term funding has always been at the core of the treasury function. Analysing today’s volatile markets and their impact on businesses is more challenging than ever.
By choosing Advisense as your Treasury solutions provider, you can benefit from our leading expertise and substantial resources. You can trust in our commitment to excellence and wealth of industry experience. We ensure that sufficient qualified resources are always available. Our extensive expertise in the Treasury area covers all relevant aspects of your operations, ensuring compliance with regulations.
With our extensive experience working with all types of financial companies, we can customize solutions to provide the best outcome for your company. With a satisfied customer base, we are dedicated to delivering high-quality Treasury services that meet your expectations. Advisense is a reliable partner for all your Treasury needs, with a focus on delivering optimal, innovative solutions. By partnering with us, you can ensure that sufficient qualified resources are always available.
We help you ensure a proficient and compliant Treasury organisation. A well-functioning and efficient organisation is essential for every Treasury and CFO Office to ensure funding and manage financial reporting. To keep up with new and upcoming regulations and stay ahead of new requirements, it is necessary to ensure smooth operations.
Appropriate risk management requires adequate tools and data models tailored to your business. Based on our expertise, we are your partner, helping you navigate a complex regulatory environment and find sound and innovative solutions in the data modeling field and tech solutions.
Highlights
Our latest insights, conversations and events within treasury
INSIGHT
The New CVA-Risk Approaches
Out With the Old and In With the New – Developments regarding the CVA under the Basel IV framework
When liabilities move into assets – What we can tell from the SVB bank run, and what might be next
Recent events involving several banks in the USA are a clear reminder that interest rates risk and ALM management is the core of banking – the balance sheet is everything.
Trust in our commitment to excellence and wealth of industry experience
We can help you make the funding management process efficient and compliant in the Treasury area. This may involve elaborating funding strategies or reviewing the funding process to minimise the risk of funding in your company.
Read more about Funding Management
We can assist you in navigating the ALM of your company, guiding you through the most common wholesale funding programs, including covered bond programs, MTN-programs, MREL, commercial paper programs and a mix of different funding sources. We can help you design financial policies and highlight governing issues.
The covered bond process deserves particular attention as it is the most fundamental funding source for many issuers. We can help you navigate the regulations and governance and develop strategies in this field. We can also support you in setting a strategy for investor relations and rating issues.
We support you with PnL calculation and performance analysis of your Treasury. This may involve identifying and allocating sub-results in your portfolios or breaking down the contributing components to the results. We also assist you with general ledger reconciliation, performance reporting and related issues.
Risk Management
Extensive expertise in across all aspects of your operations
We can help you make the funding management process efficient and compliant in the Treasury area. This may involve elaborating funding strategies or reviewing the funding process to minimize the risk of funding in your company.
Read more about Risk Management
We assist you in navigating the most common market risks, including interest rate risk, foreign exchange risk, and counterparty risk, and elaborate hedging strategies and processes using derivatives as a hedging tool. We also help you design financial policies and discuss governing issues.
Liquidity risk deserves particular attention as it is the most fundamental financial risk that players must manage. Regardless of whether the company is prosperous, if there is no liquidity when payment obligations fall due, disastrous problems may follow.
We support you in liquidity risk management areas such as elaborating liquidity risk strategies, daily liquidity management, liquidity forecasts, management of a liquidity reserve, and developing models for measuring liquidity risk.
Risk Measurement
Leading competence and substantial resources
The quantification of identified risks in your Treasury is one of the more crucial steps in your Risk Management process. Adequate models developed in customized systems with necessary performance must be in place which, in addition, are expected to reflect an appropriate risk appetite framework.
We offer comprehensive calculation support through our analytical tool ARMS. ARMS covers, among other things, tools for ALM-analysis, calculations of EVE and NII as well as CSRBB according to current regulations and the upcoming IRRBB regulations coming into force during 2023.
Additional services include: valuation of financial instruments, calculation of multicurrency market risks in terms of all kinds of VaR and pillar 2 models, stress tests, scenario analyses and device for monitoring your high-quality liquid assets portfolio, HQLA.
We also assist you in designing requirement specifications and the implementation of potential treasury systems and support you with general advisory concerning regulatory requirements and calculation methodologies and conventions. The services are provided on a recurring basis but also as advisory on ad-hoc basis
Model Validation
Innovative solutions in the data modelling field
According to regulations, a bank must have control over the risks associated with its business. Banks and financial institutions use risk models to measure identified risks and follow up on risk levels in accordance with a given risk appetite.
Model risk is defined as the potential loss that an institution may observe because of decisions based mainly on the results of incorrect internal models, due to errors in the development, implementation or use of such models. Model validation is required for models used for capital adequacy. For other decision models, model risk must be mitigated as well ensuring a sound model risk framework.
We offer model validation services that ensure true independent model validation covering best-practice for models used in Treasury functions like IRRBB, VaR, ICAAP & ILAAP or stress-test concepts.
Assessment is performed qualitatively by evaluating model concept, model assumptions and model governance. In addition to the qualitative assessment, a quantitative assessment of used indata and output tests are performed to evaluate model accuracy
Regulatory Reporting
Regulators insight into your institutions risk management
We help institutions understand and meet their current regulatory challenges and provide insights on how new regulatory changes will impact them. We offer tailor-made solutions that support and empower your company through the complex maze of regulatory reporting challenges you may face. Our services include reviewing your current regulatory reports, implementing reporting systems, analysing the impact of new regulations, and providing interim expertise.
Institutions today face challenges in adhering to a constantly changing regulatory atmosphere. As the complexity of institutions rises, so does the complexity of regulatory requirements. The introduction of CRD IV/CRR and the forthcoming CRR III introduces higher capital adequacy and reporting requirements, both in terms of increased capital requirements as well as new reporting templates and formats.
This adds further demand on adaptation and implementation of IT systems and regulatory interpretations through the technical standards that must be complied with to satisfy the requirements. In addition, there are also major challenges in following up and interpreting revisions of regulatory frameworks that constantly change and evolve.
We offer tailor-made reporting-as-a-service solutions (COREP/FINREP/LIQREP/IFR reporting), enhancing regulatory reporting control and quality assurance. We also provide interim solutions, audit your reports, and monitor upcoming regulatory changes that will affect your company and its regulatory reporting.
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