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