Unlocking Capital Efficiency: Providing Insights on CRR III’s Enhanced Capital Requirements and New Capital Optimisation Strategies

Maximizing shareholders’ returns by improving return on equity (RoE) is a core objective for banks. This requires effective risk management

The Impact of ECB’s BIRD Initiative – Working Towards the Data Driven Bank

The banking sector faces growing challenges in data management, especially with new ECB initiatives like the Banks’ Integrated Reporting Dictionary (BIRD) reshaping compliance standards. To support institutions through this transition, we have incorporated BIRD standards into our Triple A platform.

***Dutch translation***
Met nieuwe initiatieven zoals de Banks’ Integrated Reporting Dictionary (BIRD) van de ECB wordt het voor banken belangrijker dan ooit om databeheer en compliance goed in te richten. Het Triple A platform helpt instellingen in de transitie door BIRD-standaarden te integreren.

Triple A’s Approach to Embedding Climate Risk in Financial Risk Modelling

Our paper, “Triple A’s Approach to Embedding Climate Risk in Financial Risk Modelling”, provides essential insights for financial institutions facing increased EU regulations and ECB expectations on climate risk. Through case studies like flood risk in Limburg, we show how institutions can use asset-level and geographical data to enhance risk estimates, and translate that to monetary impact.

***Dutch translation***
Onze paper, “Triple A’s Approach to Embedding Climate Risk in Financial Risk Modelling,” biedt belangrijke inzichten voor financiële instellingen onder toenemende EU-regelgeving en ECB-verwachtingen op het gebied van klimaatriscio. Via casestudies zoals overstromingsrisico in Limburg, laten we zien hoe instellingen gebruik kunnen maken van assetniveau- en geografische data om risicoschattingen te verfijnen, en dat te vertalen naar monetaire impact.

Definition of Default – Modelling Considerations

For several years banks have been struggling with DoD (definition of default) implementation. Continued incompliance with DoD results in high severity findings from ECB and DNB, SREP measures and may even threaten the IRB status of a portfolio. To address such findings a new iteration of the DoD is normally necessary, which then triggers adjustments to internal models.

***Dutch translation***
Banken hebben al een aantal jaar problemen met het implementeren van DoD (definition of default). Het voortdurend niet naleven van de DoD resulteert in ernstige bevindingen van de ECB en de DNB, SREP maatregelen en kan zelfs de IRB status van een portfolio bedreigen. Om de bevindingen op te lossen is meestal een nieuwe iteratie van DoD nodig met als gevolg ook aanpassingen aan de interne modellen.

Credit Insurance: A Tool for Risk Mitigation and Capital Optimisation under Basel IV

Our recent paper, “Unlocking Capital Efficiency: Navigating CRR III’s Enhanced Requirements,” guides banks in adapting to CRR III’s updated frameworks to improve capital optimisation and pricing flexibility. It features a case study on Corporates SA, analysing the shift from CRR II and offering strategies to boost Return on Equity.

***Dutch translation***
Onze recente paper, “Unlocking Capital Efficiency: Navigating CRR III’s Enhanced Requirements,” helpt banken zich aan te passen aan de veranderingen onder CRR III en om kapitaaloptimalisatie en prijsflexibiliteit te verbeteren. Het bevat een case study over Corporates SA, die de overgang van CRR II analyseert en strategieën biedt om de Return on Equity te verhogen.

Kirsten de Vries new CEO Triple A – Risk Finance

Consultancy firm Triple A – Risk Finance (Triple A), specialized in risk and actuarial issues, has a new CEO as

Triple A – Risk Finance to open German branch, bolstering its growth in Europe

Triple A – Risk Finance is setting up an insurance and financial services consulting team based in Cologne, Germany. Andreas

Sustainability & ORSA

The presentation slides “Sustainability: Explanation of EIOPA’s latest advice and practical guide to integrating transition risks into ORSA and investment decision-making” are not only of interest to our Luxembourg colleagues. Download them here!

SDG Integrated Investing

Stakeholders of financial institutions demand that the objectives of SDG are an integral part of the product. Triple A – Risk Finance, Innorbis and LINKS Analytics developed a model to apply SDG integrally in the investment cycle.

Chaining in Python and R

Chaining is a powerful construct supported both by Python and R. Feel free to try it yourself, code and data can be found here.