The bank of the future is being built today
Digital transformation spares no sector. If there's one sector that's reaping the benefits, it's banking. Banks have everything to gain from transformation. And they've understood this by jumping on the innovation bandwagon several years ago. In fact, the banking sector is in a constant state of change, in response to various economic and strategic challenges, but also to enhance the customer experience:
- Evolving business challenges in terms of risk regulation and monitoring,
- Emergence of new players with more competitive offers and innovative services,
- The advent of new technologies offering greater opportunities for players to optimize and rationalize their information systems.
Avaliance drives the innovation train of the biggest players in the banking sector. We make sure they reach their destination in the best possible conditions.
A wide range of expertise to ensure maximum customer satisfaction
We provide our customers with the best of ourselves and a full range of expertise. To whet your appetite, take a look at some of our achievements below.
Complete review of trading room organization
- Audit and diagnosis of existing tools, resources, procedures, etc.
- Setting up a middle office for the trading room: job descriptions, scope of controls, tools ....
- Recommendations for the organization of trading room desks
- Analysis of the front-to-back tool used to monitor business activity
Risk Department Master Plan
- Analysis of existing software packages and in-house applications
- Study of market solutions via the launch of an RFI/RFP with major players in the field of financial software packages dedicated to calculating and monitoring market and counterparty risks
- Financial analysis: acquisition (licenses)/integration/amortization versus in-house development of all required modules
Initial Margin Optimization (CDS, IRD)
- Analyze clearing houses' MI calculation models
- Optimize Initial Margin through back-loading or rebalancing strategies (IN/IN & IN/OUT)
- Participate in the CDS clearing cycle: ICE EU, ICE US and LCH CDSClear to reduce exposure
Analysis and validation of risk measures
- Calculation, analysis and publication of B2T metrics for issuer risk (IRC/CRM/SEC)
- FRTB contribution concerning the evolution of these metrics and their implementation in systems
Calculation and certification of regulatory margins on OTC derivative trades.
- Implementation of development and development quality procedures (Branch
- Management, Code Review, Code Quality with Sonar and integration testing with Jenkins)
- Self-certification with a rule engine
Margin calculation simulation system