Basel Regime: Releasing £0.5bn of capital over a five-year period
Releasing £0.5bn of capital over a five-year period
A real-life case study
A household-name bank had a material opportunity to improve its regulatory approach to capital adequacy in a significant portion of a subsidiary group.
While the solution was understood and had been considered over several years, the data and systems were inadequate to support the reporting required, and the regulatory review framework was appropriate for standardised, but not advanced, reporting. The requisite credit models were in place, but their use was inadequate.