Project
Examples
Local roots. European reach. Tailor-made solutions.
Project Example
Treasury management for a private and corporate bank
Initial situation
The private and corporate bank has held a banking license since 2020 and is authorized to conduct cross-border operations in several countries across Europe.
Due to a senior employee in the treasury team took on a head of treasury position for another firm, a temporary replacement was required.
The private and corporate bank also required a new IRRBB model wich was delivered by zeb.
Treasuray management
Liquidity management, such as forecasting bank requirements, NII optimizing, strategizing LCR and NSFR, and manage funding sources.
Investment portfolio management, instrument analytics to optimize yield and risk.
Capital planning and balance sheet structure to plan needs in line with growth and regulatory requirements.
Regulatory compliance and reporting. Increasingly complex landscape which zeb helps to navigate.
IRRBB model
Robust modelling with regulatory expertise to compliantly map every asset and liability.
Mapping results to reporting framework to streamline the process in a robust expertly judged manner.
Hedging advisory to optimize P&L statement and minimize risk.
Risk also helps with model validations in other areas such as FRTB and NMD-modelling.
