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“It all depends on expert opinion, data, and common sense”

Two ING experts share their views on deposit modelling

The low interest rate environment has faced banks with structural changes in customer behavior and converging products such as savings and current accounts. ING, one of Europe’s largest players in the savings market and a long-term client of Zanders, has positioned itself as one of the frontrunners in this environment. We sat down with Tom Tschirner (head of market risk at ING Germany) and Maarten Hummel (financial risk officer at ING Group) to gather their view on modeling and balance sheet management after these structural shifts.

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The relevance of the yield curve

Creating a future stress scenario for the yield curve is not easily done. Above all, it is something that has to be done carefully, because it can have negative repercussions for a financial institution.

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Are more complex models always better?

A part of the curriculum of the Econometrics & Mathematical Economics master’s degree given in the VU University Amsterdam is the course Time Series Econometrics. In this course, students are taught how to analyze time series with the aid of ‘state-space models’, on the assumption that observations over time (such as the content of the Nile, for example) are driven by non-observed factors.

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IBOR reform in the euro area – progress in an ocean of uncertainty

To respond to the concerns about the reliability and robustness of the IBOR benchmarks, the Financial Stability Board (FSB) recommended the development of an alternative (nearly) risk-free reference rate (RFR) in its report in July 2014.

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Incubating innovation

Thanks to exponential technological developments, the world is becoming increasingly connected and accessible, in the broadest sense of the word. This is why running nearly any type of business has become more complex and requires a deeper expertise than ever before. Irrespective of its core business, companies need more expertise in the areas of finance, legal, tax, marketing, IT, as well as treasury and risk. This is all the more reason for Zanders to continuously develop new innovative services and solutions with which we can lend companies a helping hand.

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