Risk Management Treasury & Liquidity Management
Collateral Management / LCR Management
- Securities Lending and Repurchase agreements (bilateral and Third Party via Eurex-Repo)
- Collateral management
- Management of Liquidity Coverage Ratio (LCR)
Liquidity- and FX-Management
- Management of short-term liquidity with overnight and term deposits of up to 12 months
- Managing currency exchange rate risk and
- FX liquidity
Funding
- Medium and long-term funding
- Public & Private Placements
- Structured Products
Treasury Risk Management
- Credit portfolio management under profitability and regulatory constraints
- Management of interest rate risk in the banking book, including option risk
- Pricing and hedging models
- Financial engineering
Clearing of OTC Derivatives
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