Covered Bonds & Securitisation Advisory Services
Vendor-neutral data and process consulting for banks' treasury, DCM, funding and risk teams – from asset pool data quality to rating agency readiness.
We help banks issuing covered bonds and securitisations close data, reporting and methodology gaps under regulatory requirements (e.g. PfandBG, EU CB Directive, CRR) and rating agency frameworks. Three advisory services, delivered by senior experts, backed by 100+ data quality and reporting projects by ADEAL across Europe.
Business benefits
Engagement with ADEAL
Rating
engagements
Preparing for a first rating or methodology update, where loan-level cover pool data and analytics of credit enhancements must withstand agency scrutiny.
Regulatory & audit findings
Responding to regulators such as BaFin or FMA, rating agencies such as Moody's, S&P or Fitch, or trustee observations on transparency disclosures.
Modernisation decisions
End-of-life cover pool management systems and make-or-buy decisions where a vendor-neutral, regulatory-grade requirements basis is essential.
From assessment to execution
Assess
Cover pool data, regulatory and rating agency gap diagnosis.
Blueprint
Vendor-neutral target requirements and make-or-buy decision basis.
Deliver
Implementation roadmap, executive readout and rating agency cadence.
Three service offerings
-
Asset Pool Data Quality Assessment
Pre-AUP asset pool data assessment, remediation and improvement, applying intelligent data quality methodology to surface and resolve issues before auditors or rating agencies do.
- Data & IT inventory across source systems
- Reporting inventory (Moody’s, HTT, §28 PfandBG)
- Data quality scorecard & lineage map
- Gap analysis vs. PfandBG & CRR Art. 129
- Prioritised remediation roadmap
-
Cover Pool Software Modernisation Blueprint
A regulatory-grade blueprint documenting AS-IS state, consolidating target requirements, and delivering a vendor-neutral basis for the make-or-buy decision.
- Regulatory requirements map (PfandBG, CRR, EU CB directive)
- Rating agency & transparency requirement list (e.g. Moody’s, CB Label)
- AS-IS architecture & data source inventory
- Target technical & functional requirements
- Make-or-buy decision matrix & roadmap
-
Rating Readiness for Covered Bonds & Securitisations
Hands-on preparation for rating agency engagement – from preliminary asset pool analysis through template population, methodology dialogue, and submission.
- Pool composition analysis & collateral scoring under Moody’s methodology
- OC sensitivity analysis & rating-drivers commentary
- Mapping of bank data to agency templates
- Q&A pack & on-site meeting support
- Submission review & ongoing cadence plan
Built on data and process quality expertise
Our covered bond and securitisation practice is grounded in ADEAL Systems' broader DNA: data quality assessment, monitoring and process engineering across regulated industries. The methods we apply to an asset pool come from 15+ years of work on traceability, lineage and audit-ready reporting.
Trusted partners & ecosystem references
Request a meeting
Please feel free to contact us. We will discuss your covered bond or securitisation case at a convenient time for you.
Send us a letter to the
info@adeal-systems.com
Give us a phone call
+49 (0)6102 574 386 0
RaaS
Recommendations as a Service
Our project "AI Services for German SMEs" was funded under the Distr@l program of the state of Hesse: Validierungs-/Wachstumsförderung
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