Risk Management

Auxiliary model for analyzing the market value of Delta Lloyd Bank mortgages

Home and dry with the Amstelhuys mortgage figures

When IFRS was introduced, Delta Lloyd Bank decided to value its mortgage portfolio at fair value and enter it directly on the balance sheet. That worked well but when the credit crisis came, the portfolio started to show larger value fluctuations… read more

Sustainable bank increases insight into savings portfolio risks

Triodos Bank knowledge in a Zanders model

Until recently, Triodos Bank primarily used qualitative analysis based on years of practical experience to manage risks in savings. As evidenced by the sustainable bank’s continuous growth, it did so successfully. In addition to qualitative analysis, however, Triodos Bank also wanted… read more

Treasury is a value center at Ingram Micro

We hedge just about everything

Towards the end of 2007 Ingram Micro was confronted by the departure of its European treasury controller.

The timing could hardly have been worse, just before the end-of-year accounting period. Laurens Tijdhof, a partner at Zanders, received a phone call asking… read more

SNS REAAL learns from the crisis

Managing solvency: structural improvements for future protection

It is old news that the credit crisis dealt a blow of unprecedented force to the solvency of banks and insurers. It is also known that SNS REAAL was one of the service providers that requested state aid to create a… read more

Zanders assists in limiting credit risk

APG Asset Management

There is now a strong awareness at APG Asset Management that collateral management is crucial when it comes to controlling risks. The bankruptcies in the financial world, such as the fall of the American investment bank Lehman Brothers, have served to… read more