CONNECTING THE REGULATORY DOTS

Resolution reporting

• End to end business analysis, system analysis and development for Resolution reporting (LDR, Bail-in dataset, Valuation dataset, Resolution metrics).
• Resolution reporting automation roadmap design, implementation and stakeholder management.

ESG data and reporting (Finance)

• Subject matter expertise and horizon scanning for EU Taxonomy, CSRD, Pillar 3 ESG disclosures and various ad hoc ESG related regulatory requests.
• Business analysis and implementation of a consolidated ESG Data Set providing a summarized view of Finance data inputs for ESG regulations.

CRRIII implementation

• Analysis and implementation of the CRRIII changes in risk analytics software for regulatory reporting (AxiomSL/Adenza).

Regulatory Reporting: Corep Improvements and Business support

• Analysis and implementation of capital extended validations in risk analytics software for regulatory reporting (AxiomSL/Adenza) used as part of COREP control process.
• Validating, summarizing, and presenting COREP reporting results to the business.

Regulatory Reporting: Schema A (Belgium), Business support

• Business support for the preparation of Belgian local regulatory reports (Schema A), including report validation, stakeholder meetings, issue & process coordination (Adenza / AxiomSL).

Annual Accounts

• Support and coordination for the Annual Accounts preparation, presentations to the Audit Committee, Executive Committee and Board Directors meeting.

Regulatory reporting (WKFS OneSumX)

• Implementation of Finrep and local NL reporting.
• Setting up the data flow from posting until final report.
• Temporary WKFS team leader (substituting for WKFS person on maternity leave).

IFRS 9 (ECL) implementation

• Analyzing the impact of the new ECL calculations on the existing accounting flow, regulatory calculations, and disclosure processes.
• Designing the process flow, from modelling results till final disclosure.
• Implementing and testing the new ECL process flow, together with the bank team.

Unified regulatory reporting

• Merging the different country specific regulatory reporting solutions into one standardized instance.
• Design and creation of a standardized regulatory data mart, a group wide and single point of the regulatory truth.
• Rewiring of the regulatory processes to the new data mart.

ECB Comprehensive Assessment exercise

• Data and Regulatory Reporting analysis with a focus on Asset Quality Review and Stress Testing part (Credit Risk, Market Risk, Net Interest Income).
• Design of the data and process flow, including reconciliation, versioning and run management.

Synthetic securitization program

• Leading role in the analysis and design of a management and reporting module for a synthetic securitization program.
• Study of the impact to the Basel & COREP processes.
• Supporting the business with the monthly processes and reporting towards the different authorities.
• Setting up a framework for the management and reporting of synthetic securitization and the integration of this in the EBA regulatory Capital Requirement calculations and COREP reporting.

Regulatory Reporting: EBA DPM updates

• Performing analysis related to the implementation of the EBA 2.10/EBA 3.0 frameworks: changes to regulatory risk calculations, FINREP, COREP, NSFR and Pillar 3 packages.
• Reviewing, implementing, and configuring regulatory changes to underlying risk calculations and EBA frameworks (FINREP, COREP, NSFR, FRTB and Pillar 3 packages), supporting business during the reporting cycle.

Regulatory Reporting: Basel Calculation and COREP Reporting

• Design and implementation of the regulatory calculation framework (COREP, Basel) and Regulatory Reporting.
• Formulating and explaining data requirements, communication with business departments, supporting the development team, functionally testing the results.

Risk Data Mart Project

• Data analysis for the creation of a new Risk Data Mart, consolidating data coming from various systems and countries.

ECB Stress Testing

• Business analysis and data process design for an ECB stress testing exercise of a pan-Baltic bank, including reconciliation.

ECB Comprehensive Assessment & Stress Testing

• Data delivery for an ECB Comprehensive Assessment exercise (loan tapes, customer tapes, stress testing input).
• Preparing and analyzing data for an ECB Stress Testing exercise.

Synthetic securitization program

• Analysis, design and development of a management and reporting module for a synthetic securitization program. Study of the impact on the Basel & COREP processes.

Solution vendor selection (RFI / RFP advisory)

• Regulatory reporting for main ECB reporting packages (FINREP, COREP, LQR (LCR, AMM, NSFR), Pillar 3) and SRB (LDR, valuation dataset).
• Modelling and scenario analysis for ECB Stress Testing (mainly CR and NII), and IRRBB

Business Support for Finance and Risk

• Analyzing, implementing, updating, and supporting the regulatory reporting process for various modules of the EBA reporting framework (e.g., ESG, SRB, LQR), from data till disclosure (Aguilonius).
• AML Application support (Linux, Python, SQL).
• VBA development for business processes.

Credit Risk and Regulatory Reporting solution implementation (WKFS OneSumX)

• Parametrization of the CRR (Basel) solution.
• Automation of the deployment and the end-to-end process flow.
• Implementation of FDA (financial data layer), consolidation, EBA Regulatory Reporting.
• Analysis, implementation, configuration and testing of financial products valuation in RiskPro.

Credit Risk solution implementation (WKFS OneSumX)

• Project management (on behalf of the vendor).

Regulatory reporting solution implementation (WKFS OneSumX)

• Project management (on behalf of the vendor).
• Analyzing, implementing, updating, and supporting the regulatory reporting process for various modules of the EBA reporting framework, from data till disclosure.

Basel (CRR III / CRD IV) solution development program

• Analyzing regulatory requirements, supporting the development team with the design of the Basel software packages (calculators and reporting).
• Coordinating and training of the development teams.
• Providing input for the roadmap planning.

Solution implementations

• Project Management on Regulatory Reporting and CRRIII projects.
• Senior Functional Consultant on an IFRS9 project at a pan Baltic bank.