Bearning helps institutions to become more efficient and to improve their performance. Our expertise is based on long term experience and professionality. We are used to finalize our projects so that our customers can immediately apply the results in practice.
Interpretation and implementation of processes by mapping of capital and interest tie-ups; Definition of internal transfer prices for products with undefined interest structure and undefined maturity (e.g. current accounts, saving books, administered products); Project was realized in co-operation with Finance Trainer
Participation on Finance Trainer ALM consulting project in Moscow and Vienna; Designing repricing gap with behavioral adjustments; Consistency of the interest FTP model with liquidity risk modelling; Setting up an interest FTP system conforming to Basel 3 / CRD IV regulation
Effective Assets and Liabilities Management from capital tie-up point of view (liquidity management) and interest risk point of view (interest risk management); Role of ALCO specification, role of other departments related to ALM; Implementation of financial instruments for successful assets and liabilities management; Enhancing qualification of bank experts from related departments; Project was realized in co-operation with Finance Trainer
ALCO and ALM operations, influence of ALCO decisions on bank´s management; Treasury and financial markets; Methodology of market risk measurement (liquidity risk, interest risk, FX risk, credit spread risk of bond portfolio); Hedging and hedge-instruments for managing bank´s/client´s positions; risk controlling and Treasury controlling; Own equity management in Basel 3 environment
Bearning software model ALM_IRLQ on assets and liabilities liquidity and interest mapping. Approximation of liquidity and interest tie-ups based on different statistical approaches. Simulation model on mapping and budgeting of future flows.
Searching solution to cover identified gaps between MiFID II requirements and current practice, implementation of new approaches, transaction reporting processing, organization and internal documentation for Treasury and financial markets