Regulatory advisory for securitization transactions
About This Project
Regulatory advisory for securitization transactions
Project Scope:
- Supporting monthly and quarterly regulatory reporting of securitisations for banking and trading book.
- Analysis and validation of the delivered and calculated information / key risk figures
- Analyzing and processing of regulatory reporting questions for internal users as well as for external requests from regulatory authorities
- EBA Stress Test
- EBA Benchmark Study
- Asset Quality Review
- Improvement of the reporting tool and reworking of business questions as well as the preparation of consistent process documentation
- Setup of outsourcing activities for atomized reporting.
Project Results:
- Quality assurance of the regulatory reporting for key risk figures of the bank‘s securitisations for both internal and external stakeholders.
- Business analysis and documentation of diverse regulatory questions.
- Results regarding various questions from the regulators authorities (stress test, benchmark study, AQR, etc.).
Customer Value:
- Reduction of work load of internal resources by overtaking the handling of regulatory questions and frequent reporting tasks.
- Continuous process improvement
- Enhanced reporting tools
Category
Reporting & Supervision
