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Benchmarking your counterparty credit risk ratings

The use of counterparty credit ratings is standard practice for evaluating the creditworthiness of counterparties.

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The ESG data challenge

Financial institutions (FIs) play an important role in the transition towards a more sustainable economy in which Environmental, Social and Governance (ESG) factors are properly addressed.

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Integrating ESG risks into a bank’s credit risk framework

On Thursday 9 June, we hosted a roundtable in our head office in Utrecht titled ’Integrating ESG risks into a bank’s credit risk framework’. The roundtable was attended by credit and climate risk managers, as well as model validators, working for Dutch banks of different sizes. In this article we briefly describe Zanders’ view on this topic and share the key insights of the roundtable.

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The ECB published the results of its climate risk stress test

On Friday 8 July, the European Central Bank (ECB) published the results of the climate risk stress test that was performed in the first half of this year. In total 104 banks participated in the stress test that was intended as a learning exercise, for the ECB and the participating banks alike. In this article we provide a brief overview of the main results.

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When will savings rates go up to match global interest rate rises?

A Polish Exemplar

The recent rises in global interest rates mark the first raise in a long time, as the loose monetary policies and quantitative easing (QE) introduced after the 2008 crash and Covid-19 pandemic abate.

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