Aspect Advisory

Interest and Liquidity Risk management


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


close cooperation with the client, both at group level and on an individual basis, lead to meeting the regulatory requirements, ensuring consistency with other group companies, and increasing the customer’s profitability


  • Transparency in risk and liquidity risk
  • High degree of granularity at transaction level
  • Increase of profitability

Business Area

  • Treasury, Asset-Liability-Management, Regulatory Reporting

Skill sets

  • Finance applied to Balance Sheet Management, data analysis, interest and liquidity risk


Management of liquidity and interest rate risk is essential from a P&L perspective // with a founded FTP model the bank can better meet clients´ needs and stakeholder requirements