Capital Adequacy for banks is calculated and Regulatory Reporting is made according to regulators’ rules and methodologies, defining for each bank a minimum regulatory capital requirement and reporting.
We provide assistance to comply with regulatory reporting requirements laid down by the supervisory authorities with a tailor made approach integrating into and optimizing existing processes.
- Review and improvements to internal capital adequacy assessment processes (ICAAP)
- Review of the process of RWA and capital requirements calculation
- Investigation of possible RWA optimization initiatives, leading to the capital requirements savings
- Review of management policies (and their RWA impact) regarding different types of risks
- Enhancement of risk and performance measurement (e.g. regulatory capital, economic capital, risk adjusted performance incl. solutions based on RAROC)
- Integration of risk and return into the capital planning cycle
- Contingency planning and advising on capital actions
- Verification of capital requirements calculation and disclosures in terms of capital adequacy.