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Finalyse - Composing solutions for Finance

IRRBB

The regulatory landscape for IRRBB is rapidly changing. Are you up to date?

From the EBA guidelines in force to the novel BCBS standards issued, IRRBB presents new challenges impacting your Banking Book. Having a second look at your processes dealing with identification, measurement, monitoring and controlling has thus become increasingly important. Our IRRBB service is a comprehensive modular approach guaranteeing compliance and addressing data, analytics, modelling and reporting issues. It extends from identifying the IR risks in the Banking Book and assessing the potential gaps, to designing measurement and monitoring solutions. In addition, it tackles the automation of risk processes, the framing of effective internal controls and the design of management information systems, ensuring a strong comprehensive governance of IRRBB.

What do we provide?

  • Gap analysis
  • Net interest income
  • Earning at risk
  • Modelling of prepayment and early redemption
  • Independent review and validation of models
  • Back-testing
  • Risk appetite and risk policies

What benefits can you expect?

  • Identification of gaps versus regulatory/internal requirements
  • Solid and transparent IRRBB management
  • Better analysis of balance sheet dynamics and superior capital allocation
  • Time and effort efficient processes, minimising operational risks and reducing cost
  • Increased control over, and ownership of, risk data

 

A well-designed IRRBB framework can prove essential for your business models’ success. When regulatory changes affect this framework, having a second look can be key for smart and efficient compliance. Finalyse brings you tailored expertise through a proven track record of over 20+ yrs of experience in ALM projects. 

 

 

    If you are interested in these services, do not hesitate to contact Silvio Santarossa for more information.

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