Advisory Built on Experience
PPS Financial Services (PPS FS) offers advisory and interim services to banks and other financial institutions. The firm is led by two senior professionals with each more than 15 years of hands-on experience in banking risk management, treasury, ALM and regulatory reporting.
PPS FS aims to provide consistent and high-quality services, addressing clients’ strategic and operational challenges in the risk, finance and treasury domains. The scope of services consists of the design, development and implementation of practical solutions to challenges driven by the ever-changing financial economic environment. This includes addressing external challenges, such as changing regulations and reporting requirements, but also internal developments such as the design or enhancement of management information processes.
Areas of Expertise
QRM
Extensive experience in the implementation of Quantitative Risk Management (QRM) for large Dutch banks. This includes leading the implementations of the standardised methodology for NII, NPV, replication, hedging and behavioural modelling in multiple countries. Key areas of expertise within QRM include ETL and transformations, stratification, account links, planning trees, strategies, prepayment functions, assumption variables, instrument generator rules, FTP approaches, line item measures and liquidity analysis definitions.
Data (quality) management
Hands-on experience in the design, development and implementation of data quality frameworks aimed at structural measurement and improvement of data quality. This involves the development of data models supported by well-defined data definitions; data validations measuring technical correctness, consistency and economic plausibility of data points; data reconciliations measuring completeness and consistency with the ledger and/or FINREP; review of the plausibility of economic output metrics generated by the data; and periodic reporting of data quality, translating the results of validations, reconciliations and output checks into condensed, actionable management reports.
ALM / IRRBB
Design, development and implementation of ALM/IRRBB models for measurement of EVE, NPV and NII for internal (management information) and external (formal IRRBB reporting) purposes. This includes the general models for calculating these value and earnings metrics, the necessary product-specific supporting models (e.g. savings and prepayment models), curve frameworks and pricing models (e.g. OIS, FTP), and more advanced model extensions for measuring, for example, spread risk (CSRBB) and client behavioural risk from both value and earnings perspectives.
Report Validation Engine
RVE brings transparency to the regulatory reporting validation process. Validation results are presented in a clear and accessible way, making it easy for users to trace errors back to their source. Supporting EBA, DNB and EGDQ validation rules, it helps organisations maintain high-quality, reliable reports.
Get in Touch
If you would like more information about our services or wish to discuss how we can support your organisation, feel free to get in touch.