Market Risk Excellence

MaRisk Market Risk Management under BTR 2

Market risks — interest rate, spread, currency and equity risks — require a structured management framework that meets MaRisk BTR 2 requirements while ensuring trading performance.

  • 01Integrated Market Risk Frameworks with comprehensive MaRisk Compliance
  • 02Intelligent Trading Governance for Portfolio Excellence and Risk Mitigation
  • 03Effective RegTech Integration for Automated Market Risk Control
  • 04Sustainable Risk Culture for Continuous Market Risk Management Excellence
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11+Years of experience
120+Employees
540+Projects
ISO 27001certified

MaRisk BTR 2 Market Risk: Requirements, Methods and Implementation

MaRisk BTR 2 defines minimum requirements for market risk management: risk identification and measurement, limit systems, stress testing and management reporting. Modern market risk frameworks integrate MaRisk requirements with CRR requirements (FRTB, SA-CCR) and internal management requirements. Particularly relevant: the requirements for interest rate risk in the banking book (IRRBB), which is subject to strict governance requirements under BCBS 368 and MaRisk BTR 2.3. ADVISORI combines proven market risk methodology with innovative RegTech integration.

We develop and implement comprehensive MaRisk market risk frameworks that meet regulatory requirements while enhancing trading performance, minimizing market risks, and creating sustainable competitive advantages. From market risk assessment to technical implementation.

6 service modules

What we take on for you

Bookable individually or as an end-to-end programme.

01

Integrated Market Risk Architecture Development

Design and implementation of comprehensive market risk architecture integrating trading strategies with risk management frameworks.

  • Market risk architecture design aligning trading strategies with risk appetite and business objectives
  • Trading strategy development optimizing risk-adjusted returns within risk limits
  • Hedging strategy design ensuring effective market risk mitigation
  • Limit framework establishment defining market risk boundaries and escalation procedures
02

Intelligent Market Risk Assessment and Evaluation

Development of forward-looking market risk assessment capabilities providing insights into market exposures and stress scenarios.

  • Value-at-Risk (VaR) modeling providing quantitative market risk measures
  • Stress testing and scenario analysis evaluating market risk under adverse conditions
  • Sensitivity analysis identifying key market risk drivers and exposures
  • Market risk quantification measuring and reporting market risk exposures
03

Real-Time Market Risk Monitoring and Oversight

Implementation of real-time monitoring platforms enabling proactive market risk management and rapid response to market changes.

  • Real-time market risk dashboards providing continuous visibility into market exposures
  • Automated alert systems notifying management of limit breaches and emerging risks
  • Intraday market risk monitoring tracking exposures throughout the trading day
  • Regulatory reporting automation ensuring timely and accurate market risk reporting
04

Technology-Integrated Market Risk Platforms

Implementation of technology-enabled market risk platforms leveraging automation, AI, and advanced analytics for market risk excellence.

  • Market risk management systems integrating data from multiple sources
  • AI-supported market risk forecasting improving accuracy of risk projections
  • Advanced analytics providing insights into market risk trends and patterns
  • Integration with trading systems ensuring smooth market risk operations
05

Market Risk Governance and Culture Development

Development of market risk governance structures and risk-aware cultures embedding market risk considerations into organizational DNA.

  • Market risk governance framework establishing roles, responsibilities, and oversight mechanisms
  • Market risk appetite definition aligning risk tolerance with trading strategy
  • Training and capability building ensuring market risk competency across organization
  • Risk-aware culture development transforming organizational mindsets toward market risk
06

Continuous Market Risk Optimization

Implementation of continuous improvement frameworks ensuring market risk management evolves with market conditions and trading strategies.

  • Periodic market risk reviews assessing effectiveness and identifying improvements
  • Regulatory monitoring tracking changes in market risk requirements and best practices
  • Performance measurement and benchmarking demonstrating market risk management value
  • Innovation integration incorporating emerging technologies and methodologies

5 phases

Our Integrated Market Risk Management Methodology

We follow a comprehensive, phased approach to market risk management that ensures sustainable transformation:

  1. Market Risk Assessment

  2. Integrated Architecture Design

  3. Intelligent Assessment Implementation

  4. Real-Time Monitoring

  5. Continuous Optimization

Your contact

Melanie Düring

Head of Risk Management

+49 69 913 113-01 info@advisori.de
Effective MaRisk market risk management is the strategic foundation for sustainable trading excellence and combines regulatory compliance with market risk excellence, risk management innovation, and sustainable profitability. Modern market risk management strategies not only ensure compliance but also enable optimized trading decisions and portfolio performance. Our integrated market risk approaches transform traditional trading practices into strategic business enablers that ensure sustainable business success and trading excellence for banking institutions.

Why ADVISORI for Market Risk Management

  • 01Deep expertise in MaRisk market risk requirements combined with practical trading and risk management experience
  • 02Proven methodologies that transform market risk management from compliance burden to strategic advantage
  • 03Technology-enabled approaches leveraging real-time data, AI, and advanced analytics
  • 04Sustainable implementation strategies ensuring long-term market risk excellence and value realization

Strategic Market Risk Management Value

Effective market risk management is not just about regulatory compliance—it's about creating competitive advantage through optimized trading strategies, enhanced risk-adjusted returns, and the ability to participate in markets with confidence and agility.

Certificates, partners and more

ISO 9001 CertifiedISO 27001 CertifiedISO 14001 CertifiedBeyondTrust PartnerBVMW Bundesverband MitgliedMitigant PartnerGoogle PartnerTop 100 InnovatorMicrosoft AzureAmazon Web Services

Your strategic success starts here

Our clients trust our expertise in digital transformation, compliance, and risk management

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30 Minutes • Non-binding • Immediately available

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