Edgar Wohlhauser
Partner, Financial Services
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Do you believe in a digital, sustainable and holistic approach to risk management? Thanks to our team's vast practical field experience and in-depth expertise, our experts can support you in all risk and data management matters.
Your benefits
- Audit-proof digitalization, assessment and monitoring of risk and ICS issues within your company using state-of-the-art web applications
- Targeted and purposeful use of your resources, optimizing efficiency and cutting cost thanks to focused data management
Services at a glance
Qualitative risk management
- Advisory and audit services relating to risk policy, risk tolerance, risk management and risk control
- Project support for setting up and implementing integrated risk and control management systems
- Risk management training for the board of directors and management
Valuation of financial products
- Valuation models for traded securities, traditional securities (bonds) as well as derivatives (options, swaps, futures)
- Valuation of OTC instruments (forwards, FRAs)
- Valuation of structured products
Capital models (Basel III)
- Credit risk: Testing and validation of credit risk models
- Market risk: Models to calculate value at risk (VaR) using the variance-covariance method or historical simulation
- Operational risk: Calculation of capital requirements in accordance with the relevant standard
Asset and liability management (ALM)
- Advisory and audit services related to ALM risks (liquidity ratio, interest rate risk)
- Advice on developing target-oriented balance sheet structure management
Data analysis
- Analysis, identification and project support for implementing process automation applications
- Data analysis and processing applying statistical methods, in particular with regard to credit portfolio/lending and compliance
- Business intelligence projects (especially Cognos, Tableau, Qlik Sense, Business Objects)
- Process mining to optimize controls and understanding of processes