About us

The Treasury and Liquidity Division is responsible for measuring, monitoring and reporting financial risks and performance of the investments held in the treasury portfolios of the Bank, as well as of those managed on behalf of third parties.

It measures, monitors and reports the liquidity risk of the overall balance sheet, including regulatory ratios such as LCR and NSFR. It is also responsible for coordinating the yearly ILAAP exercise for the EIB Group. This Division keeps up with the best banking practice in the areas of Liquidity and Treasury Risk.

The Capital Management Division is responsible for driving the development and implementation of EIB’s capital planning, measurement and management framework, to ensure sustainable and efficient deployment of EIB Group’s capital. It provides input into an overall risk strategy.

The ALM and Market risk division (ALM) in RM is responsible for strengthening risk management analytical and policy functions relating to the Asset and Liability Management (ALM) of the Bank. ALM is currently composed of following 3 units :

• The Asset and Liability Management Unit (AMU), which is mainly responsible for the Bank’s Asset and Liability management (ALM) strategy; the update of EIB’s Lending Base Rate Curve (“Blue Curve”); the maintenance and the development of the Bank’s Transfer Pricing system (measuring the cost/contribution of all activities, as well as the risk-adjusted profitability by business lines); the delivery of projections, simulations and stress tests of the Bank’s balance sheet and Net Surplus in the context of, among others, the Operational Plan, the Group Capital Plan, the annual Stress Tests (EBA/MEST) and the Interest Rate Risk management; the projection and monitoring of the Bank’s statutory Gearing Ratio and S&P Leverage Ratio; and the calculation of the Bank’s funding needs as well as the Bank’s funding maturity profile recommendation.
• The Market Risk Unit (MRU)whose core responsibilities include the identification, the measurement, the monitoring and the reporting of market risks (such as Interest Rate Risk and Foreign Exchange (FX) Risk) arising from the Bank’s lending, borrowing and treasury activities in line with the Bank’s Financial Risk Guidelines (FRGs) and with the actual implementation of Best Banking Practices/regulations in the domain of market risk management.
• The Quantitative Model Implementation Unit (QMI) whose core responsibilities are to develop, implement and maintain quantitative models in domains relevant for the Division.