Case Studies.

IRRBB/ Data Visualisation (Power BI) / SoX / Software Implementations/ Market Risk

Risk Advis was engaged by one of the top three Dutch banks to strengthen its Interest Rate Risk in the Banking Book (IRRBB) framework, enhance monthly hedging processes, and modernize its data visualization and reporting capabilities. The assignment required both strategic oversight and hands-on implementation, particularly within a strict regulatory and SOX-controlled environment.

TRIM / Market Risk Trading Book /Internal Models /On-site Inspection on side of Regulator/ Regulatory Change Audit

Risk Advis was engaged as a Senior External Advisor by a European regulatory authority to conduct an on-site inspection under the TRIM (Targeted Review of Internal Models) program at a major Greek bank. The assignment was carried out from the regulator’s perspective, with Risk Advis serving as a key contact for the local regulator, the ECB, and the bank audited via a Big 4 consultancy. The engagement focused on assessing the adequacy of market risk models, governance, and documentation, ensuring compliance with Basel II standards and forward-looking alignment with IFRS and FRTB requirements.

Fintech / Regulatory Frmework / CCR/ Pricing `Engine/ Front Office / Trading Book

Risk Advis was engaged to support a fintech client in developing a generic exposure calculation engine capable of performing large-scale simulations across complex portfolios. The engine is designed to cover key risk metrics such as XVA, PFE, VaR, XVA-VaR, RC/EC figures, and profitability ratios such as RAROC. The project focused on creating the foundation for a business case and defining a minimum viable product.

FRTB / Market Risk / Program Management/ Regulatory Change

Risk Advis was engaged by one of the top three Dutch banks to support the group-wide implementation of the Fundamental Review of the Trading Book (FRTB) framework. Operating at Group level, the assignment required coordination across all geographic hubs, alignment with global risk and finance functions, and consolidation of regulatory submissions. A strong emphasis was placed on strategic stakeholder management given the cross-functional and high-visibility nature of the program.