Finbridge has a long history of running projects with a focus on bank regulation. These include the interpretation, conceptualisation, and implementation of new regulatory requirements as well as controlling, functional, and technical aspects of broader implementation projects with our clients. Our consultants' combined conceptual and technical expertise ensures that regulatory requirements are not only well understood but also implemented correctly with well-documented tests that meet the requirements of both internal revision and external supervisors. The News section of our website offers insights into current regulatory topics put together by our team of experts.

Recent projects with focus on regulation include the following:

  1. Fundamental Review of the Trading Book (BCBS 352, CRR-II/CRD V) - Landesbank
  2. Change-Impact Study on the new standardised approach for counterparty credit risk (BCBS 279, CRR-II/CRD V) – Advanced IRBA Specialised Institution
  3. Program MIFID II (including revision of EMIR, Art. 26 reporting, pre- and post-trade transparency) – Landesbank
  4. Program for the conceptualisation and implementation of new requirements according to Basel III / CRR / CRD IV – Landesbank

Overview over Finbridge's experience in bank regulation:

Basel IV

  • Change-impact analyses and implementation projects on the prominent topics
  • Framework, standardised approach, and internal model approach for market risk (FRTB)
  • Standardised approach for counterparty credit risk (SA-CCR)
  • Credit risk standardised approach (CRSA)
  • Interest rate risk in the banking book (IRRBB)
  • Revised framework for securitisations
  • Revised and new approaches for operational risk
  • Definition, implementation, and preparation for regulatory approval of internal models in market, credit, and operational risk

 

Transaction-based reporting

  • Transaction-based reporting to centralised register according to EMIR / EMIR II and SFTR as well as national supervisors (MiFID II / MiFIR)
  • Implementation of transparency requirements according to MiFID II / MiFIR for instantaneous reporting of new transactions

 

Basel III

  • Improvement of capital quality
  • Optimisation and observation of capital ratios
  • Introduction and implementation of Leverage Ratio
  • Implementation and optimisation of short-term liquidity requirements (LCR / LCR DA)
  • Stabilisation of long-term funding (NSFR)
  • Extended monitoring of banks' liquidity and regulatory funding matrix (AMM)
  • Regulatory reporting and disclosure

 

FINREP / Asset Encumbrance

  • Reconciliation and reporting consistency between FINREP and COREP
  • Validation of Asset Encumbrance

 

ICAAP und ILAAP

  • Functional and conceptual consulting on the introduction and implementation of risk bearing capacity frameworks
  • Choice of appropriate approach for risk measurement
  • Definition of risk cover amount
  • Preparation for and advisory during external revision exercises

 

IFRS / IAS

  • Quantification and measurement of hedge efficiency
  • IFRS PnL controlling
  • Implementation projects on IFRS 9 and IFRS 15

 

MaRisk (BaFin minimum requirements on risk management)

  • Reviews and MaRisk checks
  • Definition of processes that comply with MaRisk
  • Model validation

 

Internal and external reporting

  • Functional and conceptual consulting regarding current topics in regulatory reporting
  • Group-wide realisation of regulatory reporting projects
  • Monitoring and safeguarding of bank steering and controlling requirements in the wake of changes to source systems and reporting platforms
  • Test planning, testing, and test management

 

Further topics

  • Implementation of statistical reporting for harmonised and granular credit reporting (AnaCredit)
  • BCBS 239 projects
  • Support to line functions during the ECB targeted review of internal models (TRIM)
  • Implementation of overarching wind down regimes according to MREL / TLAC
  • Conceptualisation and support to line function regarding reporting for supervisory benchmarking portfolios (SBP)
  • Support to line functions for the timely and orderly reaction to supervisory ad-hoc requests (SSM, SRB)
  • Reporting and documentation of processes during EBA stress tests