Are you up to speed with CRR and CRDIV, and how to implement the next evolutions?
- Already familiar with the Fundamental Review of the Trading Book (FRTB) and the impact it could have on your business?
- Do you struggle with ICAAP, stress testing and capital planning?
- Is risk data aggregation your next challenge?
BRRD, CRD, IRRBB, LCR & NSFR… the list of acronyms and directives dedicated to strengthening regulation and risk management in the banking sector goes on and on, and grows longer all the time. Not only can you not afford to ignore them, you need to combine all elements with your internal risk management initiatives to create a view on market practices and avoid a silo approach.
The good news is you don’t have to deal with these obligations alone.
How we can help
By assessing your risk function, we can help you identify areas where efficiency could be improved. We can also help you find and leverage potential synergies between your risk and finance functions and assure consistency between risk and financial data and processes.
We can work with you to make sure that your governance principles fit regulatory requirements. And cascade information about those requirements throughout the enterprise, making sure that they are included in local processes, and that processes are properly documented.
With changing and increasing requirements being imposed on the banking sector all the time, we can help you fully understand the implications of each and design and implement processes to help you optimise your risk-related assets (RWAs), and of course make sure that your operations are compliant with necessary directives.
We can help you increase your capacity to measure risk via the introduction of dedicated tools, such as value at risk (VaR), PD and LGD models and pricing tools, all with the appropriate risk indicators attached.
If you’re looking to move from a standard approach to designing and using an internal model, we’re available to help you make sure that your proprietary approach is in line with guidelines. Working with banks similar to your own, we’re well placed to help you benchmark your activities against market practice.
We can also support your internal audit department with atypical expert skills from across PwC to ensure that submitted files include all required and relevant information, for a CRDIV implementation, for example.
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