What we offer

sequanta is always focussed on finding the best solution for each client. We follow a cooperative approach with the willingness to listen and learn, to share our experience, to discuss and to guide.
Our detailed knowledge in both business and IT enables us to build bridges of communication between our client’s departments and to develop solutions that meet the functional requirements and fit into the client’s architecture from the beginning.

sequanta will provide the experts with the ability to achieve sustained project success and to ensure acceptance of the implemented solutions amongst all stakeholders.

Quantitative Consulting

The modern methods of pricing and risk management are rooted in the complex theory of statistics and financial mathematics. Quantitative consulting amalgamates the scientific basis with business expertise to create competitive advantage. We help our clients to find the optimal balance between sophistication and user acceptance in the development of quantitative methods.

Together with our clients we evaluate the business requirements and work out a detailed implementation strategy. We take responsibility for the successful realization and ensure a seamless integration of the methods into the daily operation.

We offer an independent validation and benchmarking of existing client models and identify the areas of possible improvement.

Risk Management

Risk management is an indispensable part of the banking business. The proper controlling of market, liquidity and credit risk is vital for stability and profitability of financial institutions.

Nowadays risk measurement methods, risk management systems and consistent data are equally important and only with good quality of all three components meaningful risk figures can be calculated.

Credit Risk and Basel III

In preparation for Basel II banks have developed a full range of internal methods in short time. Now that the new framework became effective the focus will move to validation, back-testing and to the full coverage of the portfolio.

Our network members have gained experience in numerous Basel II related engagements. From the development of rating methods to the implementation of a group wide RWA calculator we have contributed to the success of a large variety of projects. We are familiar with the subtleties of the regulatory treatment of securitisation and the pitfalls of LGD estimation.

The successful application for the IRB approach is a big achievement and still just the beginning. The challenge for the upcoming years is the implementation of a solid credit portfolio model and the integration of the quantitative methods developed for Basel II in the day-to-day credit risk management. This will be the basis for truly risk based economic capital models.

Business Analysis

With their profound knowledge in banking and IT our network members ensure that business requirements are adequately translated into well structured and unambiguous functional specifications. We identify potential gaps in the designated system solution and analyze the impact of changes in requirements or between software releases.

If requested we will write or review the technical specifications and monitor the quality of the implementation.

System Integration

The sequanta network comprises detailed knowledge of state-of-the art methods and systems in risk management. With this knowledge we enable our clients to make the most of their systems in use and to decide rationally between different software alternatives.

We support our clients through the full system integration cycle, covering selection, prototyping, customization, interfacing, data migration, testing and training.

Prototyping

Client expectations and client acceptance are two critical factors representing a subjective measure of the success during system integration.
Being aware of this essential circumstance, the sequanta experts follow an evolutionary implementation approach. A prototype gives a brief overview of the future solution. First results can be obtained, potential issues could be identified in advance and actions can be taken to improve the quality of the system at an early project stage.
This makes the entire implementation process remarkably transparent and our clients are actively involved.

Agile Software Development

While the goal of prototyping is the early validation of requirements and models by means of a working implementation in an evaluation environment, the key feature of agile software development is the stepwise implementation of the requirements in production.
With our experience from other projects, we will help you to tap the full potential of the agile approach.