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Case Studies

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Case Study

Regulatory Reporting Support

The bank needs the assistance to Luxembourg Regulatory Reporting team in reviewing the statistical reporting procedures, namely S-b-S (Titre Par Titre), SEPA (PS), BOP (Balance of payment) and BoP statec, and training the new resources arriving from a newly acquired company on these reports.

Case Study

IRRBB Methodological support and strengthen the operational process efficiency

Avantage Reply was requested to assist the client in reviewing and strengthening the IRRBB framework in terms of both methodological support and operational process efficiency to comply with the Group’s standards in the computation of NPVaR and NIIaR metrics.

Case Study

EMR Gap Analysis FINREP, COREP, LEVREP

Under its Regulatory Reporting Remediation Programme (RE³), the client was reviewing the Governance of the production process of the Financial Reporting (FINREP), Common Solvency Ratio Reporting (COREP) and Leverage Ratio Reporting (LEVREP). The Bank mandated Avantage Reply to provide a benchmark of the production process of its regulatory reporting in the Bank against the Group process through a Gap Analysis.

Case Study

ILAAP Design and implementation

In order to improve institutions’ ILAAP framework, the client has requested Avantage Reply to reshape and reinforce their ILAAP report with the focus on improving the governance, completing the report with the part of risk identification and initiating an internal liquidity stress testing framework.

Case Study

Data Governance Assessment

The client is a European Private Bank with Wealth Management operations. In the context of the expected transition to direct supervision of the ECB (European Central Bank), the client has requested Avantage Reply to assist in undertaking an assessment of its Data Governance Framework and Data Quality to provide the bank with a set of practical recommendations to ensure that the bank can satisfy the requirements of the ECB in light of BCBS 239 (The Basel Committee on Banking Supervision’s principles for effective risk data aggregation and risk reporting).

Case Study

Outsourcing Policy Update to align with new EBA and local requirements

Avantage Reply assisted a Private Banking group in the Eurozone to review of group Outsourcing policy. In light of changing European and national regulatory requirements that came into force in 2019, our client revised the internal processes and procedures regarding the management and oversight of both, intra-group and third-party outsourcing activities.

Case Study

KPI and Dashboard definition advisor

The Client is the Insurance arm of an international banking group. The client needed expertise to define Key Performance Indicators and design Performance Dashboards regarding all operations. Avantage Repy provided Finance and Strategy skills to understand and execute the client’s needs.

Case Study

New definition of default

Avantage Reply was asked to assist the client, a European D-SIB, in conducting an impact analysis on the application of the new requirements. Avantage Reply successfully implemented a custom SAS-based solution to evaluate the gaps between the current and the new definition.

Case Study

ECB’s forward-looking regulatory requirements and expectations

Avantage Reply assisted one of the largest banks in Luxembourg, in continuing to address the European Central Bank’s (ECB) supervisory expectations in an effective and proactive manner. Avantage Reply’s added value relied on a benchmarking analysis against peer firms in Eurozone, enabling the bank to better understand the forward-looking regulatory requirements that the Bank should comply with.

Case Study

BACKTESTING LOSS GIVEN DEFAULT MODELS

Avantage Reply supported a large European bank based in Luxembourg in automating the back-testing of their retail models. The bank had a manual and tedious process, which required a lot of manual manipulations. Avantage Reply automated the whole process using Python thus saving the bank important resources and improving the overall test procedures and back-testing guidelines.

Case Study

Validation of an Interest Rate Model

The client, a major European financial institution, requested the assistance of Avantage Reply in the review and validation of the Negative Interest Rates Model. This model estimates the potential losses of interest rate variability and supports negative interest rates.

Case Study

Maintenance & user assistance of a regulatory credit risk database

The client is a European Investment Bank with global operations. Its expertise covers Corporate & Investment Banking, Private Banking, Asset Management, and Specialised Financial Services. The client requested Avantage Reply to relocate its database system for CoREP computation to another European country and maintain it for several years.

Case Study

CFO Assistance

The client, a G-SIB specialised in Private Banking and Asset Management, Trade Finance and Corporate Banking, needed support to produce their BASEL III regulatory reporting in line with EBA ITSs.

Case Study

Capital Management Action Plan

Avantage Reply was engaged to assist the client implement required actions to integrate the ICAAP process into strategic-decision making processes.

Case Study

IT Department Management Reporting Re-engineering

Our client is the IT department of a European retail bank and insurance company. They require future-proof financial reporting to be available to the managerial levels of their organisation. To achieve these ambitions, we defined a new reporting framework together with our client, and built & implemented the necessary tools and processes on that foundation.

Case Study

AML Remediation Program

A bank requested the engagement of Avantage Reply in August 2019 to support them with the implementation of the AML action plan and the recommendations imposed by the Supervisory Authority for the implementation of AML regulations within the Belgium financial sector.

Case Study

ICAAP / ILAAP - Design, implementation and Steering

After a change in owership, the client had a request from the local regulator relating to its internal capital and liquidity adequacy. This included risks associated with its strategic direction and business activities. Avantage Reply was engaged to help the client set up relevant processes and integrate these into its wider decision-making processes.

Case Study

ICAAP, ILAAP and Recovery plan Design and implementation

Avantage Reply was engaged to lead, design and implement internal steering processess including the RAF, the ICAAP, the ILAAP and the Recovery plan. For this, Avantage Reply was mandated to steer the overall process implementation and to provide SME support to build the key pieces of the framework.

Case Study

Warehouse and risk management framework - Gap analysis roadmap

Avantage Reply designed and implemented a risk managment framework for monitoring warehousing and distribution risks to comply with the client’s group minimum standards.

Case Study

IFRS 9 Impairment Model

A Tier 1 UK financial institution requested the support of Avantage Reply on the development of an in-house credit impairment model that would produce more accurate expected credit loss estimates and comply with the requirements of the IFRS 9 standard. Read the full case study here.

Case Study

Regulatory Reporting Remediation Program

Avantage Reply assisted a well-known Private Bank in Eurozone in improving the quality of FINREP & COREP reporting and in documenting internal production process.