Van Bezouw Financial Risk Consultancy focuses on capital management, financial risk management, regulation and bridge between finance and risk. Our key strength is the wide knowledge in different risk and finance fields, both within banks and insurance companies.

Capital Management

Within the field of Capital Management VBFRC has had a leading role in development of capital plans (among others for extension of banking license), written ICAAPs for different banks, and ORSA reports for insurance companies. Within these reports, stress tests included a significant part.

Financial Risk

Financial risk topics include risk methodology and modelling, model validation, portfolio construction, stress testing and documentation (legislation, policies and model documentation). Financial risk consultancy fields include interest rate risk, credit risk and liquidity risk (ILAAP). Both vanilla products and exotic derivatives are in scope.

Legislation

Both legislation for insurance companies (Solvency II) and banking industry (CRD IV, Basel) are in scope, including all guidelines, regulatory technical standards and implementing technical standards. VBFRC has its own up to date database of legislation, therefore we know the regulatory scope of each topic in no time.

Bridge between finance and risk

VBFRC has experience at both finance and risk departments. Therefore, VBFRC is able to make the bridge between finance and risk fields.

Proven record

VBFRC has a proven record on all these topics including discussions and workshops with senior management, executive boards, and the supervisor.

Recent projects in the last 12 months include:

• Development of model documentation for internal model application purposes for Dutch Central Bank,
• Regulatory assessments for internal model applications (both Solvency II and CRD IV),
• model development for ALM purposes,
• CRD IV consultant and project director for international bank