Increased regulatory expectations impact banks from across a variety of asset sizes and create complexities with an underlying common theme. Institutions must effectively balance the risk and rewards through enterprise-wide risk and capital management.
Our subject matter experts help to address this theme by working with our clients to design and enhance their governance practices, assess business practices against risk appetite, perform DFAST and CCAR regulatory reporting, and manage model risk.
Our services include:
Asset Liability Management (ALM) & Liquidity Risk Management
Protiviti can perform process reviews to determine if your institution is adequately measuring and monitoring its interest rate and liquidity risk positions. We have experience with various modeling platforms and developing relevant assumptions appropriate for your size and complexity. We can also provide support in creating meaningful management reporting and analytics.
Capital Adequacy Planning and Management
Protiviti can perform process reviews to determine if there is adequate governance and controls in place to support the existing Basel requirements as well as internal requirements to support your internal capital allocation and capital calculation standards.
As an institution approaches and exceeds certain asset sizes, heightened requirements imposed by the Dodd-Frank Act Stress Test (DFAST) will begin to demand attention. We can provide support for your DFAST, CCAR, and stress testing needs including process design and implementation for governance, documentation creation support, internal control frameworks, management & regulatory reporting, data quality remediation, review & challenge support, project management, and CFO attestation.
Protiviti has experience in supporting your regulatory reporting needs as they relate to stress testing, such as with the FR Y-14M/Q/A forms. We can provide services from data capture, data clean-up, data capture process design, data template creation, and data aggregation technology/process development. We can also provide data reconciliation, data controls, and data governance, and data documentation services.