Automation of the Expected Credit loss (ECL) and Pricing tools for a Development Finance institution (DFI) – DE
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 – DE
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) […]
Climate Related Financial Disclosures and Stress Testing – DE
Case Study Climate Related Financial Disclosures and Stress Testing Overview A large bank wanted to further develop the quality and maturity of their climate-related disclosures in accordance with TCFD recommendations. Aspect Advisory’s overall objective was to support the Bank with the review and analysis of their strategy for climate action and propose further development in […]
Regulatory handbook review – DE
Regulatory handbook review Overview In this very informative project, Aspect Advisory was tasked with reviewing a multi-national corporate bank’s regulatory framework aimed at informing its line managers on the bank’s code of conduct, latest governance trends in anti-money laundering, sanctions and anti-bribery and anti-corruption. The bank had complete compliance handbooks that needed Aspect Advisory’s assurance […]
ECL Rating and Pricing tool Validation – DE
ECL Rating and Pricing tool Validation Overview Overview Aspect Advisory was engaged by a South African Development Finance Institution (DFI) to conduct a rigorous validation of its risk-based pricing tool and Expected Loss (EL) rating tool. This demanding quantitative project required advanced statistical methodologies and innovative validation techniques to ensure the models‘ accuracy and effectiveness […]
Strategic partnership with Agricultural Cooperative – DE
Strategic partnership with Agricultural Cooperative Overview Overview Aspect Advisory formed a strategic and technical partnership with a South African agricultural cooperative as part of its expansion initiative. The cooperative had secured a lucrative facility from an international Development Finance Institution (DFI), requiring it to enhance its credit and risk management infrastructure. The engagement focused on […]
Interest and Liquidity Risk management – DE
Interest and Liquidity Risk management Overview Overview A German bank, part of a French-based multinational financial services company, was required to implement group-wide software for interest and liquidity risk monitoring and management. This initiative aimed to enhance regulatory compliance, ensure consistency across group entities, and improve financial performance through risk-informed decision-making. Aspect Advisory was engaged […]
Budgeting Capital and Liquidity Planning – DE
Budgeting Capital and Liquidity Planning Overview Overview A German bank, part of a French-based multinational financial services company, was required to implement group-wide software for interest rate and liquidity risk monitoring and management. The objective was to ensure regulatory compliance, risk-informed decision-making, and alignment with group-wide financial planning processes. Aspect Advisory was engaged to lead […]
Enhancing Asset and Liability Management – DE
Enhancing Asset and Liability Management Overview A micro financial institution had been facing inflationary pressures due to the region’s severe economic crisis . The economic volatility in the country affected the institution causing a maturity mismatch in their asset and liability management. Solution Aspect Advisory assessed the risks faced by the institution and the effectiveness […]
Expected Credit Loss (ECL) – DE
Automation of the Expected Credit loss (ECL) and Pricing tools for a Development Finance institution (DFI) Overview Aspect Advisory was engaged to enhance the Expected Credit Loss (ECL) models, Risk-based pricing capability, and IFRS9 reporting for a development finance institution. The primary objective was to transform the existing ECL calculation and Risk-Based pricing models into […]