FERNBACH provides a comprehensive solution for all aspects of risk management and regulatory reporting
This includes all calculations for credit risk and market risk. Moreover, position management and calculations for liquidity risk and ALM are performed.
The solution is implemented using the tried and tested BRIGHT project approach. The methodology developed by FERNBACH uses “Map & Go” and enables faster implementation at significantly reduced costs compared to classic project procedure.
Furthermore, we provide turnkey solutions that ensure a successful project in the shortest time possible.
New regulatory requirements are causing regulatory reporting and risk management to grow closer together. Whereas the first pillar of Basel II mainly concentrated on risk-adjusted valuation of the credit risk in the banking book, Basel III emphasises liquidity risk management. The more stringent requirements for bank-internal stress-testing and the inclusion of scenario analyses from bank management further increase the complexity required for regulatory reporting.