• about reply
Avantage Reply Logo
Menu
  • About Us
    About Us
    • About Us
    • History
    • Our Approach
    • Values
    • Alumni
    • Strategic Partners
    • Media Contacts
    • Contact Us
  • Our Capabilities
    Our Capabilities
    • Our Capabilities
    • Risk
    • Insurance
    • Finance
    • Conduct & Compliance
    • Technology
  • Newsroom
    Newsroom
    • Newsroom
    • News
    • Events
    • Press Articles
    • Blog
    • Academy
  • Publications
    Publications
    • Publications
    • Briefing Notes
    • Case Studies
    • CRO Insights Journals
    • Infographics
    • White Papers & Practical Guides
  • Career
    Career
    • Career
    • BELGIUM
    • FRANCE
    • ITALY
    • LUXEMBOURG
    • NETHERLANDS
    • UK
  • about Reply
Avantage Reply Logo

Search

Focus On

Case Study

CRR 2 implementation

FOCUS ON: Case studies,

SUMMARY

Avantage Reply assisted a well-known Private Bank in the Eurozone in the transition to the new regulatory reporting requirements into force from June 2021, i.e. Capital Requirements Regulation 2 / CRR 2. In particular, the reporting function needed support on the following topics:

  • Large Exposures (LE)
  • Fundamental Review of the Trading Book (FRTB)
  • Standardised Approach to Counterparty Credit Risk (SA-CCR)

CUSTOMER GOALS

The client was looking for additional support in order to implement regulatory changes required by CRR 2.

CHALLENGES

The project involved a vast scope of regulatory topics and activities performed by the institution. As a result, the primary challenge was to understand and process a great amount of regulatory and internal data in order to arrive at meaningful conclusions. Moreover, due to regulatory deadlines, the team had to provide a clear roadmap with action plan to meet regulatory requirements.

SOLUTION

Avantage Reply conducted in depth analysis and delivered a number of solutions, primarily focused on the following:

  • Summary note highlighting the impacts of the new regulatory requirements
  • Mapping of potential gaps to be closed, taking into account current or future projects
  • Express business requirements to IT - contribution to the roadmap that considered business dependencies and constraints, e.g. availability during production periods
  • Contribution to the execution of User Acceptance Tests
  • Monitoring and communication on the progress of the project

RELATED CONTENTS

Case Study

Supporting daily ALM activity and reporting

Avantage Reply assisted a Finance department of a well-known private bank in daily activity and reporting production of the Assets and Liabilities Management team. The key tasks were assist the team in the improvement and preparation of the Internal Liquidity Adequacy Assessment Process (ILAAP), advise on the regulatory requirements and contribute to the implementation of local.

Case Study

Testing of liquidity regulatory reporting in light of the new BO system

Avantage Reply assisted a Finance department of a well-known private bank in the connectivity test phase within back office tool migration. The project covered a wide range of activities such as conducting multiple User Acceptance Tests (UAT) with on-shore teams, verify the impact of the change on regulatory reporting.

Case Study

Finance reporting support

Avantage Reply assisted a Finance department of a well-known private bank in daily and monthly reporting production related to liquidity. The key tasks were: produce and certify various regulatory reports, such as LCR, AMT, NSFR incl. contributions to group consolidated reports; produce and certify integral liquidity reports based on inputs from various business line.

 ​
 
 ​
 
Reply ©​​ 2023 - Company Information -
 Privacy Cookie Settings​
  • Abou​t Reply​​
  • Investors​​​
  • Newsroom
  • Follow Reply on
  • ​
​
  • ​About Avantage ​​Reply
  • Privacy & Cookies Policy
  • Information (Client)​
  • Information (Supplier)
  • Information (Candidate)