Regulatory data & reporting
BCBS 239 / RDARR remediation, capital and risk reporting, ECB audit response, ESMA disclosure programmes — from gap analysis through to sign-off.
Data consultancy for regulated finance
The hard data problems behind risk, finance and the regulator.
We are a small, senior practice helping banks, insurers and asset managers make their data fit for the regulator, the auditor and the business. Three decades of work on BCBS 239, RDARR, capital reporting, IFRS and the data architecture beneath them.
Practice areas
What we do, in plain language.
Our practice sits between the regulator, the business and the engineers building the platforms. We translate obligations into requirements, requirements into models, and models into production-ready data — with the governance and controls to defend it.
Data governance & MDM
Operating models, glossaries and lineage that survive audit. Collibra deployment and uplift, KDE cataloguing, stewardship roles, and master / reference data programmes.
Risk data architecture
Credit risk, market risk and ALM data flows: counterparty data, SA-CCR and internal-model inputs, A-IRB return-to-compliance, capital calculation and reconciliation to the GL.
Data platforms & migration
EDWH design and delivery, source-to-target mapping, legacy decommissioning and platform migration — including loan, derivatives and securities data into modern warehouses and the cloud.
Business analysis & delivery
Requirements that engineers can actually build from: regulatory obligations decomposed into epics, features and user stories, with the data models, controls and tests to back them up.
Programme leadership
Senior cover for data and regulatory programmes — interim CDO and head-of-data roles, steering committees, vendor management, and turnaround of programmes that have stalled.
How we work
A small practice, deliberately.
We stay small so the people you meet are the people who do the work. Our engagements are senior, focused and quietly delivered. We work to your tooling and methodology, sit in your standups, and leave behind documentation a successor can actually use.
Regulator-fluent
ECB letters, EBA Q&As and national-regulator follow-ups are not background noise — they are the start of the requirements. We translate them into data models and controls that an auditor can trace.
Production-grade
Slideware does not survive a SAFe sprint. Our deliverables are source-to-target maps, KDE definitions, lineage in Collibra, SQL controls and acceptance criteria your engineers can pick up on Monday.
Embedded, not parachuted
We pair with internal data stewards rather than replacing them, and chair the committees that need chairing. The aim is capability that outlasts the engagement.
Selected work
Four engagements, in brief.
Anonymised summaries of representative programmes from the past decade. Client names are protected by engagement terms; specific references available on request.
01
Closing a BCBS 239 gap inside a post-merger data office.
A pan-European leasing group, freshly merged into a Tier 1 banking parent, was running its Reporting Data Glossary out of a 600-line Excel workbook. Auditors and the ECB were closing in. We embedded inside the merged data office, chaired the Finance & Risk Data Committee across ten stewards in five departments, and rebuilt the glossary from the ground up. Six hundred KDEs were migrated into Collibra and expanded to two thousand, each with full lineage and ownership; the eight-stage data lifecycle was documented and operationalised; Ataccama was introduced alongside Collibra to run continuous data-quality monitoring. The bank closed the engagement with a BCBS 239- and RDARR-compliant governance framework, a 25% reduction in data-quality errors, and a 40% improvement in taxonomy alignment between finance and risk.
Pan-European leasing group within a Tier 1 banking group02
Scaling a one-country credit risk solution to six markets.
A universal European bank had a credit risk reporting solution running on Moody's Risk Authority — but only for its Belgian unit. The brief was to make it group-wide across six countries, banking and leasing, with the SA-CCR transition layered on top. We led the analyst stream in SAFe mode alongside Moody's, Teradata and Cognizant. The redistribution model that pushed RC, EPE and PFE from netting-agreement level down to granular trade level was ours, as were the twenty-plus SQL data-quality checks that reconciled COREP exposures before sign-off, and the Power BI workflow that replaced spreadsheet approvals. Two collateral management applications were collapsed into one. The bank closed the programme with a 20% reduction in regulatory discrepancies, sixty hours a month saved on COREP submissions, and an 80% faster business-unit sign-off cycle.
Universal European bank operating across six markets03
An enterprise data warehouse the regulator would accept.
A Tier 1 CEE banking group, operating across 100+ subsidiaries, needed to retire a legacy Oracle warehouse that was no longer regulator-credible. We sat inside the EDWH delivery unit for seven years. The unified business data model spanned finance, accounting, controlling and risk — 550 data structures and 10,000 elements — and was reconciled to within 2% of the balance sheet, which is what unlocked the national-regulator approval to migrate. Securitisation data sourcing from group units was rebuilt for the RWA calculation, eliminating more than thirty manual workarounds and bringing it inside BCBS 239. The credit-risk analytics workload moved to AWS for a 25% cost reduction. UAT and reconciliation cycles for derivatives, bonds and loans dropped from three days to three hours through SQL automation, with machine learning later cutting manual data-quality review by a further 20%.
Tier 1 CEE banking group, 100+ business units04
Closing an ECB A-IRB inspection finding.
A leasing group within a Tier 1 European bank had received A-IRB inspection findings from the ECB — gaps in the data feeding its internal-ratings-based capital calculation. We led the return-to-compliance workstream. A harmonised logical data model with 75+ entities was designed to plug the gaps; the regulatory obligations were decomposed into 15 epics, 35 features and 300+ user stories for the agile delivery team; the as-is and to-be architectures for capital calculation were mapped end to end. Five interface specifications brought derivatives, bonds and securities into the warehouse for COREP/FINREP reporting through Abacus 365, and automated reconciliation between the lease-contract subledger and the GL settled to under 1% deviation. The findings were closed, the capital engine deployed inside the regulatory window, and A-IRB returned to compliance.
Leasing group within a Tier 1 European bankEach summary represents a programme led by Abacus Analysis or by senior associates working under our engagement. Quantitative outcomes are taken from internal client reporting at the close of each programme.
Where we work
Built for financial services. All of it.
We have delivered for universal banks, leasing groups, custodians, asset managers and specialist lenders across the UK, the Netherlands, Belgium, Austria, the Czech Republic and the wider CEE region.
Banks
Group-wide credit risk reporting, capital calculation, EDWH delivery, ECB audit response.
Asset & wealth managers
Reference data, investor reporting, SFDR / EMIR transaction reporting, fund data warehouses.
Insurers
Solvency II data assurance, IFRS 17 implementation, actuarial-to-finance reconciliation.
Specialist lenders & fintechs
Loan origination, structured finance data, securitisation reporting, scale-up data foundations.
Working together
Three ways we typically engage.
Every engagement is shaped to the situation, but most start in one of these three forms. We are selective about what we take on — capacity is limited, and we will tell you plainly when the fit is not right.
01 — Diagnostic
An honest read on where you are.
Four to six weeks of focused work. A BCBS 239 self-assessment, a data governance maturity review, an ECB audit response, or a stalled programme that needs an outside read. Short enough to commit to. Specific enough to be useful.
You leave with a written diagnosis and a prioritised plan.
02 — Embedded programme
Sitting inside the delivery team.
Months, sometimes years, working alongside your people. A senior business analyst, data architect or interim head of data working to your tooling, ceremonies and reporting lines — building the artefacts, chairing the right committees and shaping the work product as it goes.
You leave with capability that stays after we do.
03 — Trusted advisor
A standing second opinion.
A continuing relationship with a CDO, head of data or COO. A day or two a month, available for the decisions that matter: vendor selection, programme reviews, regulator response, and the awkward conversations no one else wants to have.
You leave with a steady, senior voice on call.
Get in touch
Tell us what you are trying to fix.
Most conversations start with a 30-minute call. Bring the problem — a reporting gap, a Collibra deployment that has drifted, an ECB finding, a programme that needs a fresh pair of eyes — and we will tell you honestly whether we are the right people for it.