In addition, GSA ensures that all developed within the division fulfil external (in particular regulatory and accounting) requirements as well as internal requirements (data accessibility, structure of models, etc). The models within the remit of GSA focus on credit risk (Internal Ratings-based Approaches, Economic Capital), Market Risk (Kanon), on operational risk (Advanced Measurement Approach, Economic Capital), on forecasts and risks to revenues (Capital Planning, stress testing) as well as customer behaviour which lead to management challenges in the banking book (early repayments, overnight deposits).
mehr