Language EN | DE

Partners in Risk Management


CREWS – Credit Risk Early Warning System

In light of the current COVID-19 pandemic, an effective and efficient credit risk early warning system is becoming increasingly important and can make all the difference. This motivated us at Fintegral to further develop our news-based early warning system CREWS. The system leverages text analytics methods and can be used either as a stand-alone tool to support credit analysts or as a potential extension to existing early warning systems.

PRA Climate Change Stress Testing: Key challenges

Following our series on climate risk, we outlined the 4 biggest challenges banks are facing for the upcoming PRA climate change stress test. The presented challenges emphasize the current difficulties of the participants to complete the stress test according to the PRA’s requirements.

Climate Risk Webcast

Climate Risk is one central component in the ESG discussion. In our webcasts on 13 July 2020, we focused on that topic with our speakers from HSBC UK Bank plc and Swiss Reinsurance Company Ltd.

PRA guideline on IFRS9

Following the PRA’s initial guideline on IFRS9 in the context of COVID19, the regulator has recently published further guidance on the treatment of loans that have been subject to payment deferrals.

PRA Climate Change Stress Testing: Key Requirements

We are publishing a small series on climaterisk. Our first post provides insights on the 2021 PRA climate change stresstest, which outlined the key requirements and modelling approach.

PRA publishes feedback to responses to Consultation Paper 21/19

The Prudential Regulation Authority (PRA) issued a Policy Statement on Credit Risk: PD and LGD estimation (PS11/20), which provides feedback on responses to last year's Consultation Paper 21/19.

The Impact of COVID-19 on IFRS9 and the Definition of Default: Fintegral’s Opinion

In these uncertain times, many of our clients have asked us how to deal with the impact of COVID-19 on IFRS9 and the Definition of Default. Read our published opinion on how to incorporate the regulatory guidance.

EBA published the final methodology and draft templates for 2020 stresstest

The European Banking Authority (EBA) published today the final methodology and draft templates for the 2020 EU-wide stress test along with the key milestones of the exercise. The methodology and templates cover all relevant risk areas and incorporate the feedback received during the discussion with the industry in the summer of 2019. The stress test exercise will be formally launched in January 2020 and the results published by 31 July 2020.

EBA issues 2020 EU-wide stress test methodology for discussion

EBA released templates and methodology guides and the timeline for the stress test, along with the preliminary list of 50 sample institutions participating in the exercise. The final methodology will be published by the end of 2019. The EU-wide stress test will be launched in January 2020 while results of the test will be published by the end of July.

JPMCC Frankfurt 2019

The Fintegral team from the Frankfurt office took part at the JPMCC in Frankfurt.

EBA publishes final version of guidelines to strengthen Pillar 2 framework

The EBA finalised guidelines on the supervisory review and evaluation process (SREP), on stress testing as well as on interest rate risk in the banking book (IRRBB). Read more about how new regulation affects your institution.

JPMCC Frankfurt 2018

The Fintegral team from the Frankfurt office took part at the JPMCC in Frankfurt.

Industry Snapshot: The Business Case for XVA

How are valuation adjustments (XVA’s) impacting the bottom line? By what methods are practitioners using them to make business decisions? And how will current trends in XVA determine the future of derivatives? These are a few of the questions Fintegral will address over coming months as part of a survey of leading global banks for

Machine Learning for Credit Risk Evaluation

What are the most promising machine learning techniques for credit risk evaluation? Fintegral will assess the options at the Artificial Intelligence in Industry and Finance conference in Winterthur, Switzerland on Friday September 7.

VaR Survey: Fears over industry’s readiness for FRTB

A Fintegral survey of Value at Risk methodologies and frameworks at tier 1 banks suggests a lack of preparedness for the Fundamental Review of the Trading Book (FRTB). Among the key findings: Most respondents view data quality as a major concern for them Institutions appear ill-prepared to meet the new requirements.

Solutions for an Independent Validation Function

Both banks and regulators want to manage the risk created by the use of models, but they’re frequently at odds over how to do it. In the new yearbook of the Frankfurt Institute for Risk Management and Regulation (FIRM), Fintegral Partner Dr Andreas Peter and Helaba Bank Head of Credit Risk Management Stephan Kloock present

The Future of Risk Management

How do we manage risk in future? As traditional banking is turned on its head by FinTech and the acceleration of digitalization, how are we innovating to meet the expectations of both the market and supervisors? These were two of the questions discussed recently at Fintegral’s 31st Expert Forum in Frankfurt. Speakers from Commerzbank, Bergmann &

Machine-Learning: Decision-Making in Complex Environments

From robot surgery to self-driving cars, the algorithms used to control socio-technical systems are becoming more powerful. And in the era of machine-learning, our cyber decision-makers both learn and adapt. But what do we know about the risks involved? If machine-learning is not to be a technological black box, then there needs to be transparency and

Buoyancy Aid

We are proud to announce our sponsorship of Birmingham University Sailing Club for the forthcoming year. May the wind always be at your back and the sun shine warm upon your face

Observations on Model Risk

We have revised and updated our report “Observations on Model Risk”, a benchmark survey of 54 financial institutions carried out by Fintegral and the IACPM. Key points: While SR11-7 has emerged as a global standard for model risk management (MRM), there are pronounced differences in how institutions approach it according to size and regulatory environment