On-demand savings are an important source of funding for retail banks. A robust behavioural model is needed to realize an optimal profit margin and effectively hedge interest rate risk, while satisfying regulatory requirements (as imposed by EBA, BCBS) and internal scrutiny from model validation and audit. Many banks struggle to find a practical and auditable approach to behavioural modelling.
of banks indicate their behavioural models do not meet regulations
of banks believe their model documentation is not detailed enough
The savings modelling solution enables ALM, risk, and treasury managers to improve, calibrate and run their models, using a robust modelling platform and the support of our experienced consultants
Configure a model concept that matches your portfolio dynamics and model purpose, using the support of our experts
Formulate well-substantiated modelling assumptions and understand the impact on the resulting risk profile
Upload your data in a secure environment, calibrate your model, and retrieve results, all within a couple of hours. Experience full model servicing, from model (re)development to (re)calibration and ad-hoc analyses for daily risk management.
Leveraging on more than 25 years of best practice knowledge gained by 150+ experienced professionals from Zanders Advisory.
Do you want to know more about the potential benefits for your organization? Feel free to contact us using the form below.