Risk & Compliance

News & Communication

Avantage Reply and Xuccess Reply's Risk & Regulatory Academy

The Academy will provide continual training and education for our staff members in our twelve offices in Europe and the United States and is also open to clients.​​

Risk management

Best Practice

Avantage Reply releases the 2nd Edition of the CRO Insights Journal

The first edition of the CRO Insights Journal focused on the growing role of the Risk Function and how CROs' responsibilities have evolved in response to the crisis. We are now delighted to present our second edition which captures the nature of risk in an increasingly complex economic landscape.

AnaCredit

Best Practice

AnaCredit: Analytical Credit Dataset of the ECB - Implementation Challenges and Approaches

Availability of sufficiently granular and reliable data is a major priority of the Single Supervisory Mechanism (‘SSM’). To this end, the ECB is demanding additional and more granular reporting from banks under its supervisory remit by introducing its new reporting requirement: the A​​nalytical Credi​t Dataset – also known as AnaCredit.​

AnaCredit Analytical Credit Dataset of the ECB - Implementation Challenges and Approaches 0

Stress Testing

Best Practice

Analysis of the 2016 Bank of England stress testing results

The Bank of England has published the results of their annual concurrent stress test confirming that, in aggregate, the UK banking system is sufficiently capitalised to withstand a severe stress. However the regulator has been clear: there is more work to do for banks to have a sufficiently robust stress testing process. In this briefing, ​Avantage Reply provides its analysis and its perspectives on how banks can up their stress testing game.​

26.01.2017 / Paris

Event

RAF, ICAAP, ILAAP & SREP Roundtable

On 26th Janu​ary 2017, Avantage Reply is hosting its first RAF, ICAAP, ILAAP & SREP roundtable in Paris. After a presentation, the attendees will have the opportunity to hear the feedback from a German significant institution on Governance & Risk Management Assessment.​

Standardised Approach of Credit Risk

Best Practice

The Standardised Approach for Credit Risk

​The second consultative document for revisions to the Standardised Approach for Credit Risk was published in December 2015. It proposed significant revisions to the current credit risk capital framework and the first consultative document published in December 2014.​​​

22.11.2016 / Brussels

Event

Anti-money laundering: new legal obligations

Barely a year after the entry into force of the Fourth Directive, the European Commission published on July 5, 2016 a fifth Directive proposal to strengthen the rules on transparency with regard to beneficial owners of companies and trusts t​​o prevent tax evasion and money laundering.​​

21.10.2016 / Intelligent Risk

Press Article

National differences in risk culture

There are differences between countries in the riskiness of life. Cultures also differ in their perceptions of and preferences for risk. ​Scott Warner, Senior Manager at Avantage Reply discuss the topic in the Intelligent Risk Magazine. ​

Financial Platform

Site

DEFINIO REPLY™

Definio Reply™ is an integrated platform capable of addressing the needs of management, analysis, reporting and logging of financial assets. The target customers of the Definio Reply™ solution have as their objective the active management and monitoring of financial portfolios.​

The integration of the financial database with the asset database makes Definio Reply™ a viable and complete alternative to vertical portals. ​

​GO TO THE WEBSITE

​​​

DEFINIO REPLY™ 0

23.11.2016 / London

Event

Annual Risk & Regulatory Symposium

On Wednesday 23 November 2016​, Avantage Reply hosts its second Annual Risk & Regulatory​ Symposium. The event takes place at Crown Plaza in London.​

26.09.2016 / Risk.net

Press Article

Banks plan risk factor exclusion to avoid FRTB surcharge

Banks are considering excluding risk factors deemed immaterial from their risk models as a way to avoid a capital charge add-on for hard-to-model risks under the new trading book capital rules, but the strategy could be derailed by the will of regulators or by failing the internal models test.​

19.10.2016 / Risk & Regulatory Hackathon

Event

Student Risk & Regulatory Hackathon - What if a bank was failing?

STUDENT RISK & REGULATORY HACKATHON is a E​uropean student live challenge, offering students from 5 cities in Europe the opportunity to work for one day on generating innovative solutions to a failing bank. The event will be open to all students from HEC Liege, Imperial London College, VU Amsterdam, Luiss in Rome and students from Manheim University and Frankfurt School of Finance.

For further information, please

GO TO THE WEBSITE

riskregulatoryhackathon.reply.eu

Risk Management

Best Practice

Avantage Reply releases a CRO Insights Journal Special RiskMinds

The 2015 RiskMinds International conference in Amsterdam was the 22nd edition of this prestigious event. Avantage Reply was delighted to be a sponsor for the second consecutive year and has marked the occasion with the launch of the third edition of our CRO Insights Journal Special RiskMinds.​

Avantage Reply releases a CRO Insights Journal Special RiskMinds 0

06.10.2016 / Amsterdam

Event

Fintech & Risk Management

The world of FinTech has the potential to transform the Financial Services industry. What does this mean, and what are the implications for Risk Managers?​​

21.06.2016 - 22.06.2016 / Rome

Event

ABI Risk & Supervision event

On Monday and Tuesday ​21 and 22 June 2016, Avantage Reply will give a presentation on ​Risk Data Aggregation and Risk Reporting at the Risk & Supervision event organised by the Italian Banking Association.

18.05.2016 / Global Risk Regulator

Press Article

Basel heaps more pressure on derivatives

"​The title of one of the Basel Committee on Banking Supervision’s (BCBS) consultative documents pretty much sums up its attitude towards internal models as the cost of capital for using derivatives and certain asset classes continues to ratchet-up". Sergio Gianni and Dean Mitchell, Partners with Avantage Reply, answer the questions from the Global Risk Regulator.

25.05.2016 / Liege

Event

33rd International Conference of the French Finance Association

On May 25, 2016, Avantage Reply sponsors the 33rd International Conference of the French Finance Association. ​The French Finance Association Conference is one of the main European conferences in finance. The Conference gives researchers the opportunity to present their research work and exchange ideas.

Risk & Compliance

Best Practice

EDTF guidelines for IFRS 9 impairment-related disclosures

In 2012, the Financial Stability Board set up the Enhanced Disclosure Task Force (”EDTF”), which focused on the quality, comparability and transparency of these disclosures, particularly those flowing from IFRS 9 and US GAAP changes in Expected Credit Loss (“ECL”) approaches. In December 2015, the EDTF issued detailed guidance, including templates, for the requirements relating to changes in disclosures under the IFRS's new ECL regime. 

Regulatory challenges

Best Practice

Financial Services Outlook 2016 - Overview of the key challenges for firms in 2016

2016 promises to be another challenging year with more extensive regulatory involvement and further disruption of existing business models. Whilst financial industry firms will continue to rebuild their balance sheets and implement new regulations designed to strengthen standards for a simpler and safer industry, this year will bring additional challenges of dealing with new entrants, including fintech companies, and the necessity of business restructuring and portfolio rebalancing to achieve viable capital and cost bases.​

Financial Services Outlook 2016 - Overview of the key challenges for firms in 2016 0

11.05.2016 / London

Event

FRTB Breakfast Clinic

To overcome the challenges of imple​mentation, the British Bankers’ Association in association with Avantage Reply are running a series of unique FRTB and CVA peer to peer breakfast clinics.​

04.05.2016 / Rome

Event

ABI event on Banks’ Pain Management

On Wednesday 4th May 2016, Avantage Reply holds a speech titled AnaCredit - tools, solvency organizational models to the next ABI event on bank’s pain management.

Risk & Compliance

Best Practice

Securitisation at a crossroad? Major recast of the regulatory framework

In September 2015, the European Commission released the​ Securitisation Initiative. On one hand, it establishes a common framework for all regulated financial institutions in Europe and defines the concept of a simple, transparent and standardised, or STS, securitisation. On the other hand, it implements in Europe the Basel III securitisation framework – finalized by the Basel Committee in December 2014 – but with a twist as STS securitisations qualify for a preferential treatment in the form of reduced capital charges.​