Assistance in Risk Management Services

Description

The objective of this call for tenders is to select several economic operators under a multiple framework agreement to support the EIB Group’s compliance and best banking practice activities in the areas of risk management, if and when these are needed. Lot 1: The service provider shall provide assistance and expertise to the EIB Group in the interpretation and implementation of best banking practice in the area of prudential regulations, in particular with respect to the following topics, including (but not limited to), own funds and the three pillars of RM activities. Services related to own funds shall cover the following areas: qualifying types of own funds: application of prudential filters, deductions, treatment of qualifying holdings. The pillars shall cover the following scope of services: — Pillar 1: credit risk and counterparty credit risk, counterparty credit risk, operational risk, market risk, stress testing, capital buffer requirements, large exposures regime, requirements relating to securitisation, liquidity risk, leverage; — Pillar 2: risk appetite framework; ICAAP risk coverage, ICAAP risk assessment methodology, ICAAP governance, ILAAP assessment, capital planning, stress testing, counterparty credit risk; — Pillar 3: reporting and data, recovery and resolution framework, meeting prudential requirements on a group level, internal risk controls.