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Variation of Permissions to hold Client Money

Case Study

Avantage Reply assisted a metals and Energy trader/broker to apply for a Variation of Permission from the FSA to enable it to hold client money.

Basel II Credit Risk implementation

Case Study

The client was seeking approval to use the FIRB approach to determine the credit risk regulatory capital charge, and committed to a programme of change to design and implement the required systems, models policies and procedures. Avantage Reply was engaged to support the programme by assisting with project management of key workstreams and delivery of the application pack within the required timeframe.

Credit process enhancement within completion of Basel II AIRB application, including the review of credit risk equivalent measurement for global exposure monitoring

Case Study

As part of the global implementation of its Basel II AIRB approach, the client was required to upgrade a number of credit processes and monitoring tools. In addition, an enhanced and consistent methodology was required for credit risk exposure equivalent measurements for banking book products. Avantage Reply provided a pragmatic solution for monitoring and reporting of these global exposures, by taking resource constraints into account.

Customised Credit Decision Solution

Case Study

The client required assistance with customising its credit management processes to provide enhancements and achieve regulatory compliance. Avantage Reply provided the client with an efficient, automated credit assessment tool that enabled better quality credit decisions by utilising a portfolio approach to the process.

Derivatives Excess Management

Case Study

Avantage Reply assisted the Corporate Banking division of a leading financial services group to understand the true picture of its exposure to Structured Lending Products (including FX and interest rate swap derivatives) and to identify and manage exposures in excess of individual limits.

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Variation of Permissions to hold Client Money

Case Study

Avantage Reply assisted a metals and Energy trader/broker to apply for a Variation of Permission from the FSA to enable it to hold client money.

Basel II Credit Risk implementation

Case Study

The client was seeking approval to use the FIRB approach to determine the credit risk regulatory capital charge, and committed to a programme of change to design and implement the required systems, models policies and procedures. Avantage Reply was engaged to support the programme by assisting with project management of key workstreams and delivery of the application pack within the required timeframe.

Credit process enhancement within completion of Basel II AIRB application, including the review of credit risk equivalent measurement for global exposure monitoring

Case Study

As part of the global implementation of its Basel II AIRB approach, the client was required to upgrade a number of credit processes and monitoring tools. In addition, an enhanced and consistent methodology was required for credit risk exposure equivalent measurements for banking book products. Avantage Reply provided a pragmatic solution for monitoring and reporting of these global exposures, by taking resource constraints into account.

Customised Credit Decision Solution

Case Study

The client required assistance with customising its credit management processes to provide enhancements and achieve regulatory compliance. Avantage Reply provided the client with an efficient, automated credit assessment tool that enabled better quality credit decisions by utilising a portfolio approach to the process.

Derivatives Excess Management

Case Study

Avantage Reply assisted the Corporate Banking division of a leading financial services group to understand the true picture of its exposure to Structured Lending Products (including FX and interest rate swap derivatives) and to identify and manage exposures in excess of individual limits.

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Basel III: Richtlinien für Eigenkapitalanforderungen (CRD-IV)

Case Study

Durch Beauftragung eines Fachexperten von Avantage Reply mit ausgeprägten Kompetenzen im Projekt- und Prozessmanagement konnte eine niederländische Bank mit internationaler Ausrichtung die neuen Eigenkapitalanforderungen gemäß CRD-IV umsetzen.

Ökonomisches Kapital: Risikobasierte Entscheidungen und Risiko-kultur

Case Study

Ziel des Projekts „Economic Capital” war, im gesamten Unternehmen eine verstärkte Risikobereitschaft zu etablieren und damit einen äußerst stabilen risikobasierten Entscheidungsprozess herbeizuführen. Entwickelt wurde dafür intern eine Anwendung mit Unterstützung von Avantage Reply. Damit wurde die sichere Bereitstellung von konsistenten und hochzuverlässigen Informationen, die für alle Entscheider im Unternehmen verwertbar sind, gewährleistet. Der hohe erforderliche technologische Standard wurde eingehalten, so dass konkrete Berechnungen durchgeführt und im gesamten Unternehmen eingesetzt werden können. Insgesamt bietet das EC-Modell viele Vorteile wie das Kapitalmanagementreporting und die strategischen Portfolioplanung, das effektive Management von Risikoprofilen und die Allokation des ökonomischen Kapitals bei jeder Transaktion zur Vereinfachung der Risikobewertung bei Entscheidungen über die Kreditvergabe.

Umsetzung von regulatorischen Änderungen im WBM

Case Study

Eine global agierende Bank mit Sitz in Großbritannien war mit diversen Problemstellungen aufgrund der zunehmenden Fülle der neuen Regulierungen konfrontiert. Zudem bestand Unsicherheit darüber, ob die Auswirkungen der Regulierungen und die entsprechenden Lösungsvorschläge angemessen bewertet werden können. Daher wurde Avantage Reply mit der Lösung der Probleme betraut, um eine nachhaltige Lösung zu entwickeln.

Variation of Permissions to hold Client Money

Case Study

Avantage Reply assisted a metals and Energy trader/broker to apply for a Variation of Permission from the FSA to enable it to hold client money.

Basel II Credit Risk implementation

Case Study

The client was seeking approval to use the FIRB approach to determine the credit risk regulatory capital charge, and committed to a programme of change to design and implement the required systems, models policies and procedures. Avantage Reply was engaged to support the programme by assisting with project management of key workstreams and delivery of the application pack within the required timeframe.

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