• 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

Case Studies

Case Study

Data Lineage Roadmap Definition for the Brexit Entity of a Global Investment Bank

FOCUS ON: Case studies, Risk, Finance, Conduct & Compliance,

SUMMARY

The client was the Brexit entity of a global investment bank (i.e. the new entity created within the European Union). Avantage Reply assisted the client in putting together an end-to-end project plan and roadmap covering data lineage for market, credit and liquidity risk to satisfy the BCBS 239 requirements. The focus was on (a) the definition of core data concepts and critical data elements, data quality metrics and KPIs followed by (b) a gap assessment against regulatory requirements and internal standards and finally (c) remediating the gaps.

THE CHALLENGE

The client, a leading global investment bank, wanted to define and capture data lineage for key market risk, credit risk and liquidity risk metrics in order to meet the regulatory requirements stemmed from BCBS 239, MaRisk (i.e. German Minimum Requirements for Risk Management) and the ECB Guide to Internal Models. The key challenges were the definition of a common data lineage template to capture feeds, controls and transformations for market, credit and liquidity risk.

APPROACH AND SOLUTION

Avantage Reply assisted the client in:

  • The definition of a common data lineage template across credit, market and liquidity risk to capture feeds, controls and transformation information.
  • The creation of an end-to-end plan and roadmap for delivery of data lineage requirements.
  • Setting up and running the Working Group and Steering Committee for Reference Data Aggregation for the Brexit entity.

RESULTS AND BENEFITS

The roadmap allowed the client to quickly mobilise the required stakeholders to ensure compliance with the BCBS 239 requirements for data lineage, as well as German-specific regulatory requirements.

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)