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Case Studies

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Title:
OK Reset
Approval status: Approved Pending Rejected

Case Study

CRR 2 implementation

Avantage Reply assisted a well-known Private Bank in the Eurozone in the transition to the new regulatory reporting requirements into force from June 2021, i.e. Capital Requirements Regulation 2 / CRR 2.

Case Study

Data automation flows migration & data quality framework setup

Avantage Reply assisted a large European bank to migrate data automation flows on Dataiku, a modern data platform. It has allowed the bank to disengage from its former platform which has become too expensive and less efficient.

Case Study

Middle Office Case Study: Effecting Compliance in a Debt Finance Middle Office Function

Avantage Reply was engaged by a Tier 1 Bank in a high-priority risk compliance initiative for the Corporate and Investment Bank (the “Bank” or “Client”). The Client’s Middle Office (“MO”) risk management team is responsible for the evaluation of the structured finance (“SF").

Case Study

Economic Capital Models for Credit Risk Measurement

Avantage Reply assisted a retail bank in review of current models used for the measurement of economic capital needs to cover the risks in credit portfolio. The current models being based on the Risk-Adjusted Capital Framework Methodology, the goal was to assess whether other methodologies would be better suited, what constraints would apply to alternative methods and how to integrate concentration risks and credit pricing into the model.

Case Study

Finance & Risk referential

Avantage Reply supported a large European bank in (re)writing operational and regulatory Risk reports by respecting the principles for effective data aggregation and reporting with regards to BCBS 239 guidelines.

Case Study

Covid moratorium impact on Treasury reporting production process

The client, a financial institution of a major French banking group, is specialized in providing leasing solutions. The client helps in structuring the funding of heavy machines manufacturer’ clients with whom the bank has a specific partnership.

Case Study

Internal Liquidity Assessment Process (ILAAP) Reporting

The engagement was a continuation of the liquidity risk management support Avantage Reply had completed previously for the client, a marketplace organiser for the trading of shares and other securities. Upon completion of an Internal Liquidity Assessment Process (ILAAP) Handbook, which outlined how the ILAAP report should be built across the Group, Avantage Reply was tasked with the development of the first, stand-alone ILAAP report of the institution.

Case Study

Internal Audit Support – Liquidity Risk Management

Avantage Reply assisted the internal audit department of a leading Private Bank in the Eurozone, a less significant institution (LSI) that is part of an international group. Following the supervisory review and evaluation process (SREP), the bank received a letter from the respective national Central Bank highlighting a number of weaknesses concerning its liquidity risk management framework and outlining a number of recommendations the bank needed to implement. The bank submitted a response to the competent supervisory authority committing to implement these recommendations in advance of its submission of the 2020 Internal Liquidity Adequacy Assessment Process (ILAAP). After the bank’s internal remediation and implementation, the bank requested assistance from outside experts in liquidity risk management to support the internal audit function in the review and confirmation that the required enhancements, as outlined in the letter, were implemented to satisfactory standards.