Aspect Advisory

Budgeting Capital and Liquidity Planning


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. Additionally, a Fund Transfer Pricing model was developed to assess profitability to the different financial products


The main deliverable was an automated model that derived the Bank’s balance sheet and income statement with consideration of the material risk indicators, risk-based capital ratios and other risk appetite metrics. This included incorporating the LCR and NSFR metrics, thereby ensuring a linkage between regulatory and economic perspectives


  • A granular and accurate approach to planning for the Bank‘s investments and other banking activities. This included alignment of regulatory and economic decisions as well as Group-wide conformity for international comparisons

Business Area

  • Treasury, Asset-Liability-Management, Regulatory Reporting

Skill sets

  • Modelling of financial statements, Risk metrics, Profitability of Equity


Prediction of capital and liquidity are an essential tool to drive bank activities leading to more transparency and understanding. Internal and external stakeholders need of transparency are also fulfilled