Automation of the Expected Credit loss (ECL) and Pricing tools for a Development Finance institution (DFI)
Automation of the Expected Credit loss (ECL) and Pricing tools for a Development Finance institution (DFI) Overview Overview A leading Development Finance Institution (DFI) engaged Aspect Advisory to enhance its Expected Credit Loss (ECL) models, risk-based pricing capabilities, and IFRS 9 reporting. The institution required a modernized, automated approach to ECL calculations and risk-based pricing, […]
Automation of Enterprise Risk Management Framework(ETR)-A News event triggered dashboard
Automation of Enterprise Risk Management Framework (ETR) – A news event triggered dashboard Overview Overview In today’s rapidly evolving financial landscape, external events such as social, economic, and political developments can have profound impacts on financial institutions. To proactively mitigate risks, a large Development Finance Institution (DFI) sought to enhance its Enterprise Risk Management (ERM) […]
Addressing the 8th MaRisk Amendment Requirements with a Focus on IRRBB and CSRBB
Addressing the 8th MaRisk Amendment Requirementswith a Focus on IRRBB and CSRBB Overview Overview One of the largest development banks in Germany partnered with Aspect Advisory to secure independent expertise on the 8th MaRisk amendment. This project specifically targeted enhancements related to Interest Rate Risk in the Banking Book (IRRBB) and Credit Spread Risk in […]
The Big eBook of Sustainability Reporting Frameworks
1. Introduction In today’s business environment, sustainability reporting has become a critical component for organisations aiming to demonstrate their commitment to environmental, social, and governance (ESG) principles. A diverse range of stakeholders, including investors, customers, regulators, and non-governmental organisations (NGOs), increasingly demand transparency and accountability. Investors seek detailed ESG information to make informed decisions and […]