Case Study: VÚB Banka achieves forward-looking liquidity optimization and interest-rate risk management with SAS Enterprise Risk Management

VUB manages risk by looking into the future

VÚB, one of Slovakia’s leading banks, faced the challenge of strengthening asset-and-liability management and reducing exposure to liquidity shortfalls and interest-rate volatility. Management wanted robust, forward-looking scenario analysis to predict future cash needs and earnings and make strategic decisions well ahead of time.

Using SAS Enterprise Risk Management, VÚB now models multiple future scenarios to optimize liquidity, forecast the structure of assets and liabilities, and predict net interest income. The solution improved decision-making (including bond purchases and hedge accounting planning), enhanced liquidity planning across the bank and its subsidiaries, and increased overall stability for client deposits.

VÚB Banka

Andrej Hronec

Head of Assets and Liabilities