Strategic market risk management in accordance with CRD requirements
Professional consulting for the implementation and optimization of market risk management systems in accordance with the requirements of the Capital Requirements Directive (CRD).
The Capital Requirements Directive (CRD VI) and the Capital Requirements Regulation (CRR III) define the own funds requirements for market risk in the trading book of European credit institutions. Following the Fundamental Review of the Trading Book (FRTB), new calculation approaches take effect from 2027: the Alternative Standardised Approach (A-SA), the Alternative Internal Model Approach (A-IMA), and the Simplified Standardised Approach (SSA).
Our service portfolio in CRD/CRR market risk covers end-to-end support from gap analysis to production implementation. We advise credit institutions on selecting the appropriate calculation approach (A-SA, A-IMA, SSA), model development and validation, and adapting governance structures and IT architectures to FRTB requirements.
2 service modules
Bookable individually or as an end-to-end programme.
Development and validation of internal market risk models in accordance with CRD requirements for optimal capital efficiency in the trading book.
Implementation of solid delineation procedures between the trading book and banking book in accordance with FRTB standards.
5 phases
We work with you to develop a comprehensive CRD Market Risk strategy that combines regulatory excellence with strategic trading advantages.
Your contact
Melanie Düring
Head of Risk Management
The implementation of advanced CRD Market Risk Management systems is not only a regulatory necessity but a strategic competitive advantage. Our clients benefit from more precise market risk assessments, optimized capital allocation, and informed trading decisions that enable sustainable growth and profitability.
The EU has postponed the binding application of the FRTB framework to 1 January 2027 (A-IMA to January 2028). Banks must transition their market risk calculation methods to A-SA, A-IMA, or SSA by then. The transition period provides the opportunity to strategically optimise processes and IT systems.
7 QUESTIONS, BRIEFLY ANSWERED
CRD Marktrisiko is a core component of the EU banking regulatory framework (CRD VI/CRR III). It defines minimum requirements that credit institutions must meet to ensure financial stability and protect depositors.
BaFin supervises compliance with CRD/CRR requirements in Germany. Institutions must regularly demonstrate compliance, submit reports, and undergo supervisory examinations.
CRR III (from 2025) and CRD VI (from 2026) bring stricter requirements, new calculation methods, expanded ESG integration, and stronger supervisory powers for this area.
Implementation requires gap analysis, IT system adjustment, process integration, staff training, testing, and ongoing monitoring. Typical timeframe: 6‑18 months depending on complexity.
Risk calculation systems, reporting software (COREP/FINREP), capital planning tools, monitoring dashboards, and data management systems need adjustment.
Non-compliance can lead to BaFin measures: capital surcharges, distribution restrictions, fines, orders, and in extreme cases license revocation.
External consulting is recommended for regulatory expertise, benchmark knowledge, implementation experience, and capacity relief. ADVISORI offers specialized CRD/CRR consulting.
Our clients trust our expertise in digital transformation, compliance, and risk management
Schedule a strategic consultation with our experts now
30 Minutes • Non-binding • Immediately available
Direct hotline for decision-makers
Strategic inquiries via email
For complex inquiries or if you want to provide specific information in advance