CRR and Pillar 3 Reporting
Fulfill disclosure obligations and ensure regulatory compliance
CRR and Pillar 3 reporting is becoming increasingly important for banks, as it is a key component of effective, transparent and sustainable risk management. The Capital Requirements Regulation (CRR) defines how institutions must measure and manage risks and back them with own funds. Pillar 3 supplements these requirements with extensive disclosure obligations that ensure that market participants receive a clear, comparable and reliable picture of an institution's risk and capital structure.
With the further development of regulation, ESG and climate risks in particular are coming more into focus. Banks must increasingly disclose the extent to which climate-related transition and physical risks influence their portfolios, how they quantify them and integrate them into their risk models. This includes information on emissions-intensive exposures, lending in particularly exposed sectors, adaptation strategies and key figures such as the Green Asset Ratio (GAR) and Banking Book Taxonomy Alignment Ratio (BTAR). This expansion makes CRR and Pillar 3 reporting a strategic tool that goes far beyond mere compliance. It creates transparency about an institution's resilience to climate risks, facilitates dialog with investors and supervisory authorities and strengthens confidence in the bank's long-term stability and sustainability orientation.
Our expertise
Our consultancy has proven expertise in CRR and Pillar 3 reporting, including the growing requirements for ESG and climate risks. We help banks to interpret regulatory requirements accurately, implement data requirements efficiently and produce transparent, consistent disclosures. Through our combination of regulatory know-how, technical understanding of data and reporting processes and experience from numerous projects, we help institutions to methodically capture climate risks, reliably calculate relevant key figures such as GAR and BTAR and integrate them securely into existing management and reporting structures.
Our services include
- Calculation of the shares of emission-intensive sectors
- Calculation of GAR and BTAR
- Calculation of KPIs for transition and physical risks
- Financed emissions accounting according to PCAF
- Support in the formulation of qualitative disclosures