Risk Analysis and Capital Reporting Application to automate the data collection process, calculation, production and submission of routine regulatory reports
Client: European Bank
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Objective
To help the client meet FINMA reporting requirements, gain visibility into capital position in periods of stress, and improve ERM stress testing.
CRISIL's Solution
Created a reporting platform to automate the process of data collection, calculation, production and submission of FINMA quarterly reports
Designed a method to provide commentary to risk metrics at various levels of the business hierarchy
Provided customised reporting with flexibility of drill down, dynamic aggregation and grouping
Client Impact
New platform allowed the client to meet FINMA regulatory requirement to report enterprise-wide quarterly stress losses for comparison with other risk measures impacting the firm’s capital adequacy
Improved controls and transparency allowed the client to reduce restatements to regulators
Automated system significantly reduced time and resources required to produce quarterly reports
Improvements to stress-testing process provided a deeper understanding of the firm's capital position under stress
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