Risk Consulting

Consulting for risk managment

The consulting department of the TASS Wertpapierhandelsbank also provides support for the implementation of the revised EU Capital Requirements Directives “Basel II.” In addition to the implementation of risk management systems, the controlling of liquidity and credit risk and the supervision of market-driven prices is an important influencing variable within your portfolio strategy.

As Floater specialists, we also offer our expertise in the scope of risk management consulting. We recommend our specific know-how for the collaboration as co-consultants with other risk professionals in developing comprehensive solutions for the calculation and validation of credit spread products.

• Projection and elaboration of a detailed plan for the assessment of credit portfolios
• Supply of actual or historical testing data and time series for selected FRN indices and/or single floating rate notes
• By request a selection of corresponding sampling points (bonds or indices) pursuant to specific criteria like rating, branch, country or segment
• Continuous control of data quality according to high standards
• Supply of price and market data on the new Neutral Pricing Web Portal or by electronic channels such as e-mail or FTP and via the API Excel interface
• Execution and individual technical support through IT specialists
• Non-disclosure agreements for both parties
• Sampling points on the basis of single bonds or a floater index