Capital management advisory services | KPMG | PL

Capital management advisory services

Capital management advisory services

In addition to substantial capital strengthening introduced by Basel III, Polish FSA set some more tight minimum capital requirements.

In addition to Basel III, Polish FSA set some more tight minimum capital requirements.

Following the economic situation in recent years, especially financial crisis whose scope has been extended to the vast majority of economic sectors, have caused a number of regulatory adjustments driven both by EU regulators and local regulators of each country.

The adjustments were designed to complement or extend existing regulations, regulatory requirements and scope of reporting. In other words the current global financial markets situation, characterized by growing regulatory restrictions with regard to capital strength and solvency ratio, make a focus on risk weighted assets (RWA), capital requirements savings and more efficient capital management became one of the main priorities for the market participants.

In addition to substantial capital strengthening introduced by Basel III, Polish FSA set some more tight minimum capital requirements including individual recommendations to selected banks that historically have been significantly involved in non-PLN, mainly CHF, lending activities.

 

The scope of KPMG advisory services include:

  • Review and improvements to internal capital adequacy assessment processes (ICAAP)
  • Review of the process of RWA and capital requirements calculation
  • Investigation of possible RWA optimization initiatives, leading to the capital requirements savings
  • Review of management policies (and their RWA impact) regarding different types of risks
  • Enhancement of risk and performance measurement (e.g. regulatory capital, economic capital, risk adjusted performance incl. solutions based on RAROC)
  • Integration of risk and return into the capital planning cycle
  • Dynamic capital (re-)allocation processes (active capital management)
  • Contingency planning and advising on capital actions
  • Verification of capital requirements calculation (Pillar I) and disclosures in terms of capital adequacy according to CRR / CRD IV requirements.

 

 

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