About the Project

Our Vision: Reworking the reporting infrastructure.

We see a paradigm shift for financial regulation with:

• Timeliness, flexibility, transparency, comparability
• Improved adaptability to new situations
• Realistic systemic analysis
• Enhances regulators’ ability to mitigate adverse events

This will have an impact on the financial system and society:

• Financial institutions: Lower operations costs, better understanding of risks, freeing up resources for strategic tasks
• The financial system: More resilient, more efficient
• The real economy will profit from a more stable financial system
• “Society at large”: Improve financial market transparency & level the playing field between buyers and sellers
• Strengthening the role of Switzerland in FinTech
• Provides the foundation of a future digital financial infrastructure

This project is funded by

2022

29.09.2022   Workshop on Automated Regulatory Financial Reporting
08.11.2022   NFT Event Rotkreuz: Recording
29.11.2022   Publication of a first small Demo Application to demonstrate the benefits of analysis of granular contract data.

2023

14.03.2023   Publication of Containerized Demo Application
14.04.2023   Ethereum Zurich: Talk and Workshop on Balancing the Goals of DeFi with Traditional Finance: A Risk Management Perspective
20.10.2023   Journal publication: Deciphering DeFi: A Comprehensive Analysis and Visualization of Risks in Decentralized Finance
14.12.2023   DaDFiR3 Vision

2024

2024   Book publication Chapter 12: Venturing into New Ways of Regulatory Reporting and Systemic Risk Analysis
15.02.2024   2nd International Workshop on Automated Regulatory Financial Reporting
02.04.2024   ETH-OXFORD Workshop on Mathematical Finance: Modelling Risk Transfer and Impact on Systemic Risk
05.04.2024   Ethereum Zurich: Workshop on DeFi Supervision - Who's task is it? Interactive Workshop on Risk Management
17.05.2024   Publication: Modelling risk sharing and impact on systemic risk
11.06.2024   Midterm Report SNSF Bern
Q3 and Q4 2024   Request for Proposals for industrial collaboration partner

Demonstrators

Cloud Demo  
Containerized Demo  

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3rd International Workshop on Automated Regulatory Financial Reporting

Regulatory Financial Reporting: Ready for the Next Challenges?

13. February 2025

Agenda

12:00   Registration
13:00   Welcome Speech - Henriette Elise Breymann (ZHAW)
13:10   DaDFiR3 - Recent Achievements
     Chair: Walter Farkas (UZH)
    Risk Models, systemic risk simulation
     Walter Farkas, Fabian Sandmeier (UZH)
    Risk Factor interface & Business intelligence reporting
     Francis Parr, Donat Maier, Patrick Hauf (ZHAW)
    ACTUS meets DeFi
     Tim Weingärtner, Hongyan Sun (HSLU)
14:10   Networking break
14:40   Invited Talks - International developments
     Chair: Tim Weingärtner (HSLU)
    New BCBS regulations on Counterparty Credit Risk
     Fabrizio Anfuso (Bank of England)
    Reverse Stress Testing
     Eric Schaanning (Nordea Bank)
    Open Banking: Opportunities and risks for the traditional banking industry
     Gisela Reichmuth (ZHAW)
    EKE: Challenges of Granular Reporting in Switzerland
     Jan Melin (BearingPoint)
16:00   Networking break
16:20   Case Studies
     Chair: Henriette Elise Breymann (ZHAW)
    ECB Project: Life with and without AnaCredit
     Francis Gross (ECB)
    ACTUS for urble, the Emperor’s New Clothes?
     Ralph Hofacker (Brick Towers)
    Contract Studio
     Shirish Kalangi
    ACTUS Competition
     Henriette Elise Breymann (ZHAW)
17:20   Round table discussion: Traditional Finance vs. DeFi: Systemic Risk, Regulatory Blind Spots & The Role of Granular Risk Reporting
     Moderator: Patrick Hauf (ZHAW)
     Ralph Hofacker (Brick Towers)
     Fabrizio Anfuso (Bank of England)
18:00   Apéro

2nd International Workshop on Automated Regulatory Financial Reporting

15. February 2024

Agenda

12:00   Registration
13:00   Welcome Speech - Henriette Elise Breymann (ZHAW)
13:10   DaDFiR3 - Where do we stand today
     Chair: Walter Farkas (UZH)
    Container-based infrastructure
     Francis Parr, Donat Maier (ZHAW)
    Modelling Risk Transfer and Impact on Systemic Risk
     Walter Farkas, Patrick Lucescu (UZH)
    DeFi takes Risk to a new level
     Tim Weingärtner (HSLU)
14:15   Networking break
14:45   Latest developments in supervision
     Chair: Tim Weingärtner (HSLU)
    Data-based banking supervision in Switzerland
     Philippe Brügger (FINMA)
    Can government booster financial innovation? And should it?
     Eva Selamlar-Leuthold (FIND)
    ECB banking supervision approach on data, technology, and innovation
     Moritz Karber (ECB)
15:50   Networking break
16:10   Financial regulation: Towards the future
     Chair: Henriette Elise Breymann (ZHAW)
    ZK ACTUS - Towards verifiable financial contracts
     Mark Greenslade (Casper Association)
    Analysis of SVB's breakdown: Was the collapse foreseeable?
     Gian-Andrin Tommasini (ZHAW)
    Forward looking regulation
     Willi Brammertz (ARIADNE)
17:15   Panel discussion: Towards regulation in distributed finance
     Moderator: Patrick Hauf (ZHAW)
     Magdalena Boškić (Sygnum Bank)
     Ralf Kubli (Casper Association)
     Francis Gross (ECB)
18:00   Apéro

Location

The conference was located at
University of Zurich, KOL-F-101
Zurich, Switzerland.

1st International Workshop on Automated Regulatory Financial Reporting

29. September 2022

Currently, ZHAW, HSLU and University of Zurich in close collaboration with interested parties from the industry and funded by the SNCF-Bridge scheme are pursuing the vision of a system for automated regulatory financial reporting that uses financial contract-level data combined with market data to automatically produce the analyses required for internal and external oversight.

The workshop aims at presenting details of the project as well advantages from the point of view of different stakeholders (regulators, financial institutions, technology providers, standard-setting bodies). Our objective is to start a conversation among those stakeholders and create an impact on their vision.

The workshop will take place a day after the 7th European Conference on AI in Industry and Finance in Switzerland

Agenda

12:00   Registration
13:00   Welcome Speech - Prof. Dr. Henriette Elise Breymann
13:30   Vision for European Banking Supervision - Lukasz Kubicki
14:00   Freeing Schrödinger's Cat - Investors Perspective on Regulatory Reporting - Christian Dreyer CFA
14:30   Networking break
15:00   ACTUS Demo - Francis Parr
15:30   ACTUS Bank Perspective - Ioannis Akkizidis
16:00   Short break
16:15   Data-based banking supervision in Switzerland - Dan Wunderli
16:45   Panel discussion
         Moderator: Prof. Walter Farkas
         Alistair Heggie
         Jörg Behrens
         Lukasz Kubicki
17:30   Apéro riche

Location

The conference was located at
Zurich University of Applied Sciences
School of Engineering
Building TN, Room E0.54, Technikumstrasse 71, Winterthur.