Gutachterleistungen für Vor-Ort-Prüfungen und Untersuchungen interner Bankmodelle

Leistungen nach Losen (12)

• LOT-0001 · Lot 1 - Credit Risk (CRED)

  (i) credit risk (including relevant IFRS accounting standards and IFRS9 modelling); (ii) securitization related to credit operations

• LOT-0002 · Lot 2 - Market risk (MARK)

  (i) market risk (including FRTB-SA and relevant IFRS accounting standards); (ii) counterparty credit risk; (iii) valuation (including both accounting and prudential aspects) of financial assets and liabilities including derivatives; (iv) securitization related to market operations

• LOT-0003 · Lot 3 - Interest Rate Risk in the Banking Book (IRRBB); and Credit Spread Risk in the banking Book (CSRBB); and Liquidity and Funding Risk (LIQ)

  (i) IRRBB/CSRBB measurement and management (behavioural modelling, metrics, ALM strategy and hedging practices) (ii) Liquidity risk measurement and management (including ILAAP, liquidity risk modelling, liquidity stress test and regulatory liquidity ratios), iii) FTP Mechanism (both IRR, CSR and Liquidity charges

• LOT-0004 · Lot 4 - Information and Communication Technology Risk (IT)

  (i) IT governance and strategy, data quality; (ii) IT architecture, IT infrastructure, IT operations, cybersecurity, IT continuity/resilience; (iii) IT outsourcing and third-party risk management (IT), cloud risk, and third-party vendor audits (DORA)

• LOT-0005 · Lot 5 - Internal Governance and Risk Management (GOV) and Risk Management (GOV); and Operational risk (non-IT) (OPER)

  (i) assessment of the effectiveness of the bank?s governance, risk management, compliance, internal audit frameworks; (ii) Risk Data Aggregation and Reporting (RDAR); (iii) remuneration; (iv) operational risk (including legal, compliance and conduct risk); (v) outsourcing and third-party risk management (non-IT)

• LOT-0006 · Lot 6 - Capital Adequacy (CAP)

  (i) adequacy of the bank?s quality and composition of capital; (ii) ICAAP: internal capital quality, ICAAP risk quantification methodologies, stress-testing and RWA calculation

• LOT-0007 · Lot 7 - Business Model and Profitability (PROF)

  (i) business model and profitability: business environment, geopolitical risks, competitive landscape, external factors, operational capabilities, business strategy process, actual profitability analysis incl. costs, financial projections, scenario analysis; (ii) climate and ESG risks: risk management framework, transition plans, scenario analysis, disclosures; (iii) digital transformation: assessment of financial institutions strategic plans, monitoring and reporting, operation execution capacity, cost controls and revenues.

• LOT-0008 · Lot 8 - Pillar 1 internal models ? Credit risk

  (i) internal models for calculation of prudential capital requirements for credit risk

• LOT-0009 · Lot 9 - Pillar 1 internal models ? Market risk; and Pillar 1 internal models ? Counterparty credit risk

  (i) internal models for calculation of prudential capital requirements for market risk and for counterparty credit risk, incl. FRTB-IMA

• LOT-0010 · Lot 10 - Other Primary risk type or More than one Primary risk type

  (i) new and emerging risks that don?t fall into any of the above primary risk type; (ii) more than one primary risk type

• LOT-0011 · Lot 11 - Valuation

  (i) Real Estate (commercial and residential) valuations; (ii) valuations of shipping, aviation, infrastructure, and other non-financial assets

• LOT-0012 · Lot 12 - Horizontal support related to OSIs and IMIs

  Lot 12 concerns services of horizontal support related to OSIs and IMIs, entailing the following relevant areas of activity: (i) project management and quality assurance; (ii) training and capacity building; (iii) benchmarking and thematic reviews; (iv) development of tools and AI solutions; (v) planning or optimising processes and resources. Under this Lot, the Contractor(s) shall execute specific independent tasks upon request of the ECB or the Participating Institution(s) to support activities associated with these inspections and investigations. More specifically, upon request of the ECB or the Participating Institution(s) the Contractor(s) shall execute the below (non-exhaustive) list of tasks: ? Providing expert advice on horizontal tasks related to banking supervision; ? Establishing Project Management related to all or a sub-set of OSIs and IMIs to enable the on-site supervisory activities, for instance for special, topical investigations; ? Carrying out Quality Assurance of reviews and analyses according to a Quality Assurance Framework and thereby bringing in external, independent views and experience, in line with defined deliverables and guidelines provided by the ECB; ? Training (potentially also including organising examination and certification) inspectors to ensure that the appropriate methodologies are applied; ? Providing expert advice on specific topical investigations, projects or ad-hoc questions concerning independently conducting horizontal analyses, benchmarking and peer comparisons and thereby bringing in external, independent views and experience, in line with defined deliverables and guidelines provided by the ECB; ? Providing expert advice on specific topical investigations, projects or ad-hoc questions concerning integrating, developing and maintaining methodologies, tools and templates and other documentation, and thereby bringing in external, independent views and experience, in line with defined deliverables and guidelines provided by the ECB; ? Providing expert advice on specific topical investigations, projects or ad-hoc questions concerning defining and implementing business requirements for databases or tools and thereby bringing in external, independent views and experience, in line with defined deliverables and guidelines provided by the ECB. ? Providing expert advice on the elaboration and monitoring of the Mission?s planning, that starts with the collection of requests from the Joint Supervision Teams.

Anforderungen an deinen Betrieb

Based on Art. 30 of the ECB Procurement rules (Decision ECB/2016/2, as amended)