DeltaReg

Financial institutions already have competent resources with whom I engage. The IT Architecture is sometimes outdated and has evolved over time, making a big bang change unrealistic.  MiFID2, Basel III & IV, FRTB and BCBS 239 are all topics which have kept trading departments and middle office busy for some time. I work with my clients to understand their products and processes and organise improvements. First comes an assessment of the current IT environment and the functional areas it provides applications to. Requirements are prioritised and scoped, work packages planned, and initial documentation and planning carried out. Throughout the process, project status is reported and checked, milestones set and work is carried out with all stakeholders contributing.

MiFID2 – Markets in Financial Instruments Directive

Post-trade transparency, data archiving, clock synchronisation, position limits for commodity derivatives, best execution, investment advice, algorithmic trading and the regulatory hub are all relevant sub-topics for MiFID2.

Aufsicht EU, Aufsicht UK

MaRisk – Minimum risk management requirements

Risk management und outsourcing

Credit processes
Liquidity
Interest rate risk in the bank book

FRTB 

BCBS Requirements

Trading and banking book separation

Internal risk models

BCBS 239 – Risk data aggregation

Risk data collection responsibilities

Timing and relevance of risk reporting

Consistency of various risk views (economic, regulatory, accounting) based on consistent and homogenous data.

Data basis und systems, high level of automation, reduction of complexity and fast, flexible analysis possibilities (in real time)

EMIR II

Clearing of OTC-Derivates through CCP

Application of margin requirements for non-CCP cleared contracts

The reporting of all derivatives transactions to the transaction register

IAS 39 und IFRS 9

Regulation of the approach and valuation to financial instruments

Classification and measurement of financial instruments

Hedge accounting

Risk management and accounting improvements

Hedge Accounting and Portfolio Allocation

Basel III

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    Wir sprechen gerne mit Ihnen persönlich und stellen uns gerne vor. Jede Institution geht etwas anders vor und wir verstehen wie wichtig Flexibilität und Kooperation innerhalb der Organisation ist. Schreiben Sie bitte eine kurze Nachricht an info@deltaxchange.de und wir nehmen sofort Kontakt mit Ihnen auf. Wir wurden uns sehr freuen über eine gute Zusammenarbeit.

    PHONE

    +49 017 37034161

    EMAIL

    info@deltaxchange.de