After incorporation of VBFRC, we completed many projects successfully. Please contact us, for a complete list of projects. Below we provide some highlights of what we can offer.
Banking sector
- Regulatory assessments CRD IV (strategy, models, reporting, etc.)
- Project lead CRD IV and Basel III
- Writing policies: capital, liquidity, financial risk and stress testing
- Development and coordination of ICAAP packages
- Development and coordination of ILAAP packages
- Model development: ALM, Capital, Pricing and Liquidity
- Validation of financial risk models
- Writing of model documentation
- Writing of risk paragraphs for annual report and Pillar 3 report
Insurance sector
- Regulatory assessments Solvency II (strategy, models, reporting, etc.)
- Project leader Solvency II
- Writing policies: capital, financial risk and stress testing
- Development and coordination of ORSA package
- Validation of asset models
- Writing of model documentation
- Writing of risk paragraphs for annual report and Pillar 3 report
Pension sector
- Writing policies: capital, liquidity, financial risk and stress testing
- Investigation of pension fund performances
- Portfolio construction
- Interest rate risk modelling