Eurozone banks have been grappling with the ILAAP since the introduction of the SSM, and UK banks for even longer. This core prudential requirement typically covers liquidity and funding risk management framework, funding strategy, strategy regarding liquidity buffers and collateral management, cost/benefit allocation mechanisms, intraday liquidity risk management, liquidity stress testing and liquidity contingency plans.
Avantage Reply has more than a decade of experience with ILAAP given its historical roots in the UK regulatory environment where Avantage has always had a strong presence. Our teams offer tailored ILAAP solutions depending on your business model and balance sheet.
Avantage Reply has substantial experience with ALM and liquidity risk management frameworks.
We have a strong understanding of the end to end process and can project-manage or advise on a range of challenges: