Risk Advisory

"The Risk Advisory Division at SKS supports clients with customized approaches for managing risks in the banking industry. In developing forward-looking models, methods and processes, we work closely with clients to define practical approaches that bear both risks and profits in mind. We pay particular attention to compliance with current regulatory requirements with the ever-present goal of creating sustainable added value."

Oliver Brandt
Head of Risk Advisory: Oliver Brandt leads SKS Advisory in this area in close cooperation with other SKS business units. As a mathematician, he’s been working in the area of risk management in the financial sector for over twenty years and has experience working in advisory firms, for software manufacturers and as an entrepreneur. In the past several years his focus has increasingly shifted to topics such has digitalization and developing artificial intelligence as well as AI models.

Oliver Brandt

Liquidity Risk

The challenge of managing liquidity risk is to follow the principal of consistency (within and outside liquidity risk).

LiqRisk Stress Testing

We provide guidance to banks, for example when validating and improving Basel III and MaRisk-conform stress testing scenarios.

Credit Portfolio Modeling

We develop new methods and models for evaluating risk for more successful credit portfolio management.

Credit RM Stress Testing

For credit risk stress testing, we have developed a 5- phased model which supports all regulatory relevant portfolios.

New failure definition

The European Banking Authority (EBA) has finalised the definition of default under Art. 178 CRR; its introduction is required by 2021. 


The solvability regulation requires banks to calculate realized LGDs (loss given default rates) and CCFs (credit conversion factors).



NPL Management

The handling of non-performing loans have developed and intensified considerably. The appropriate inclusion in the next CRR appears beyond dispute.

Workout Management

Many institutions are not yet making full use of the enhanced possibilities of selling or securitizing defaulted receivables.

Loss Given Default (LGD)

Credit Risk Management includes the development and implementation of floss data and LGD-models according to the Basel III definition.


The new standard approach for measuring the Counterparty Default Risk SA-CCR relieves the market method from 28.06.2021 onwards.

Trading Book

In the near future, all institutions will be obliged to calculate their capital requirements based on the standardized approach and publish these internally.


Even for contractant risk (credit valuation adjustment, CVA) Basel III requires additional capital.

Stress Testing

Stress testing has become part of various business risks; we are well aware of the most important factors.  



Risk Data Aggregation

The 14 principles of the Basel Committee favouring automated risk and reward reports will become national law in 2016.



Efficient operational risks management.