Karl Rubach

Background

About Karl Rubach

Providing solutions to help Financial Institutions manage their Treasury / Banking Book Risk Management requirements is what we focus on. ​ Due to the uncertain and challenging rate scenario, increased regulatory requirements and product complexity to accommodate customer demands, Balance Sheet Management is requiring more attention, time and resources at all levels of the organization, from the Board of Directors and Management Committees to the areas in charge of managing interest rate, liquidity, financial/capital planning. By providing a clear understanding of the options, and associated trade-offs, available to your organization to develop and/or enhance its balance sheet risk management capabilities across the multiple risk dimensions, and how the different components and areas can work together, we will support your organization to move beyond a compliance focused approach to balance sheet management to one that supports your business capabilities and plans, while achieving regulatory compliance. ​ Our areas of expertise- Treasury Management - Liquidity Risk (LCR, NSFR, ILAAP)- Interest Rate Risk (IRRBB)- Funds Transfer Pricing (FTP) and Profitability - Analytics and Model Validation - Stress Testing and ICAAP - Risk Governance - In-house training programs #alm #irrbb #ftp #lcr #nsfr #icaap #ilaap