• 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

Identification of Financial Risks Associated to Climate Change

FOCUS ON: Case studies,

SUMMARY

Avantage Reply supported a UK subsidiary of an Asian G-SIB that provides services to both retail and corporate customers to ensure all of its financial risks associated with climate change are identified and managed appropriately across its businesses.

THE CHALLENGE

The client requested Avantage Reply to review and challenge the approach adopted by the bank for assessing the financial risks posed by climate change. The engagement included the review of the existing approach to identify, classify and manage climate change risk.

APPROACH AND SOLUTION

Avantage Reply conducted an in-depth review of the relevant documentation, including ICAAP, Pillar 3 and financial statements, and the detailed assessment of the existing processes and methodologies employed to identify financial risks associated with Physical and Transition risks.

Based on the outcome of the assessment, Avantage organised a structured workshop with relevant stakeholders from the Risk team and other business units. During the workshop, Physical and Transition risks for each sector and lending portfolio were discussed in details and the risk was evaluated based on expert judgement.

The workshop also delved into other associated risks including Operational resilience and Reputational risk of the UK entity. The outcome of the workshop enabled the client to identify all the potential areas where they have material exposures to climate change risk. For all areas identified as material, appropriate models were agreed to be developed to quantify the risk exposure in the future.

RELATED CONTENTS

Case Study

Support to Risk Management: Risk monitoring tool migration

The client is a large multinational asset management company. The customer needed assistance on the migration of its risk monitoring tool (from RiskMetrics to Aladdin Risk). Avantage Reply supported the client on the risk monitoring tool migration as Project Manager, leveraging on industry knowledge and internal know-how.

Case Study

Liquidity & Interest Rate Risk Assessment on Complex Financing Structures

Avantage Reply assisted a well-known universal bank in the Eurozone to analyze, assess and document the potential liquidity and interest rate risks related to complex financing structures. The tailor-made financing solutions are important for more sophisticated clients, mostly corporations with precise financial needs, and aim at financing them via term loans, leasing, liquidity raising, securitization or short-term investments.

Case Study

National Central Bank Reporting Support

Avantage Reply assisted the finance department of a well-known bank in updating its process to produce monthly and quarterly statistical reporting for the Nation’s Central Bank, following the publication of the updated guidelines. This guideline modifies the statistical reporting requirements for credit institutions

 ​
 
 ​
 
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)