Reply is the place to meet an incredible variety of enthusiastic, passionate, ideas-driven people, who want to make a difference and an impact.Would you like to know more?
The Academy will provide continual training and education for our staff members in our twelve offices in Europe and the United States and is also open to clients.
Internal audit functions are faced with an increasingly challenging external environment driven by on-going regulatory change, macroeconomic factors and a competitive environment. Avantage Reply can provide a wide range of internal audit and assurance initiatives within a number of areas.
This Whitepaper sheds light on ECB, FCA and PRA Supervisory expectations regarding IT Risk Management and provides insights on how banks should address them.
Availability of sufficiently granular and reliable data is a major priority of the Single Supervisory Mechanism (‘SSM’). To this end, the ECB is demanding additional and more granular reporting from banks under its supervisory remit by introducing its new reporting requirement: the Analytical Credit Dataset – also known as AnaCredit.
Avantage Reply takes part in the event “Unione Bancaria e Basilea 3 - Risk & Supervision 2017” organised by “Associazione Bancaria Italiana” on 14 and 15 June in Rome.
On 18 April, the FCA released their 2017/18 Business Plan describing their planned work for the coming year. Amongst their priorities relating to retail customers, technology and AML was an announcement from the FCA of planned supervisory interventions in the custodian banking sector.
On Thursday 1st June, Avantage Reply sponsors the PRMIA event on the Future of Models. The event will take place at the Amsterdam Institute of Finance.
On 1st June 2017, Avantage Reply invites you to the GDPR Briefing taking place in Brussels. The event offers the opportunity to discuss the legal framework, the implications as well as the IT impacts of GDPR.
Who runs a bank today: The treasurer, the risk manager or the regulator? On 15 May, Avantage Reply will participate to the IRRBB webinar organised by PRMIA and FIS. Speakers will explain how interest rate management takes into account the treasury, the risk and the regulatory view.
Making the most of the challenges from the new minimum requirements for market risk.
Avantage Reply takes part of the upcoming Funding & Capital Markets Forum 2017 organised by ABIEventi on 11 and 12th May in Milan. Avantage Reply will give a presentation on the Margin Cost Optimization - Machine Learning and Blockchain: minimising the cost of funding associated to collateralisation
On 27 March the BoE published the scenarios for their fourth annual stress test. Clearly this is not just a routine annual process; the BES and IFRS 9 make this test more operationally challenging. This paper takes a brief look at ways banks can improve the efficiency of their stress tests in the future.
The EIOPA issued on 2 December 2016 a discussion paper on “potential harmonisation of recovery and resolution frameworks for insurers”. The aim of this document is to focus on key aspects of the discussion paper on which EIOPA is seeking feedback from insurers.
Definio Reply™ is an integrated platform capable of addressing the needs of management, analysis, reporting and logging of financial assets. The target customers of the Definio Reply™ solution have as their objective the active management and monitoring of financial portfolios.The integration of the
financial database with the asset database makes Definio Reply™ a viable and complete alternative to vertical portals.
On 26 April 2017, Avantage Reply hosts a ICAAP/ILAAP roundtable breakfast in Luxembourg.
On 8 March 2017, Avantage Reply hosts a Shadow Banking roundtable breakfast at the Chamber of Commerce in Luxembourg.
In the article, Ram Ananth, Senior Manager at Avantage Reply was interviewed on the interpretation of European rules for hard-to-model risks under new trading book capital rules
This Briefing Note focuses on the business model analysis, highlighting areas that banks should carefully evaluate to address the requirements in a timely fashion, considering all compliance and associated operational issues.
Avantage Reply has been announced as Sponsor for the Master in Insurance & Risk Management at MIB Trieste School of Management, nationally accredited and internationally ranked among the top 10 in the World (Eduniversal Ranking 2016). Along with other sponsors, Avantage Reply will serve the School providing insight and advice as the program develops.
The 2015 RiskMinds International conference in Amsterdam was the 22nd edition of this prestigious event. Avantage Reply was delighted to be a sponsor for the second consecutive year and has marked the occasion with the launch of the third edition of our CRO Insights Journal Special RiskMinds.
As part of their current target of making capital modelling more transparent, simple and consistent across different banks, the BCBS has proposed the SMA as a single and non-model based method for assessing operational risk and calculate Pillar I capital requirements, replacing all four approaches currently in place. The SMA is expected to establish consistency regarding the regulatory capital measurement for operational risk, to promote comparability of risk-based measures and to reduce the model complexity.
On 23 November 2016, the European Commission released its proposals to amend the Capital Requirements Regulation (CRR) and the fourth Capital Requirements Directive (CRD 4). This Briefing Note presents an overview of these regulatory developments highlighting areas that banks should carefully evaluate.
Of all the implementation challenges posed by FRTB, data is perhaps the most daunting, given the complexity of the regulation. To help develop industry standards, ISDA has launched the FRTB Data Standards project. This initiative is aimed at reaching a common industry consensus on the interpretation of risk-factor modellability rules under the FRTB, and a shared set of business requirements to support risk-factor assessment and data capture.