• 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

Supporting daily ALM activity and reporting

FOCUS ON: Case studies,

SUMMARY

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 solutions
  • Contribute to the recurrent reporting, both regulatory and liquidity management internal reports

CUSTOMER GOALS

The main goal of our client was to ensure that all regulatory requirements related to liquidity management are respected. Equally important, was the need for the related reporting to be produced in a timely manner and for liquidity risk to be adequately managed.

CHALLENGES

The key challenge encountered during the project were:

  • The complexity of local and group systems, overlapping multiple projects and initiatives impacting ALM activity
  • The short timeline to implement necessary improvements to the liquidity reports

SOLUTION

Avantage Reply mobilized a liquidity Subject Matter Expert to provide the necessary regulatory guideline and expertise. Typically, the following topics have been covered:

  • Optimization of the ILAAP production
  • Calculation and consolidation of data for the liquidity regulatory reports, e.g. LCR, NSFR
  • User Acceptance Testing (UAT) as part of broader initiatives and projects impacting ALM data feed and production chain
  • Contributing to daily liquidity risk monitoring and management, incl. liquidity management for more complex transactions

RELATED CONTENTS

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.

Case Study

AnaCredit – Data remediation Activity

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 lines...

 ​
 
 ​
 
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)