The discussion of capital and liquidity adequacy has been at the heart of the debate on banking standards and regulation.

Basel II elevated the profile of capital adequacy namely with the introduction of the famous Pillar II (and ICAAP) this being followed by the Basel III requirements on liquidity and stability of funding and, subsequently, ILAAP.

We have chosen a flexible approach to the assessment of capital and liquidity adequacy in order to accommodate specific requirements in different jurisdictions.

In other words, we cover all the main building blocks – generally following guidance issued by the European Banking Authority and the European Central Bank – but always leaving enough space for idiosyncratic and local requirements.

How we can Help you:

Enhanced management of solvency and liquidity Risks / Link to risk appetite Fulfilment of regulatory compliance obligations Update technique in several domains such as the measurement of risk in pillar 2 and contingency liquidity planning ICAAP/ILAAP or equivalent reporting toolkits