DaDFiR3
Data-Driven Financial Risk and Regulatory Reporting
Our vision is a future regulatory financial reporting infrastructure that is versatile, lean, and pull-oriented working in a decentralized, diverse and fast-moving ecosystem.
Project Team Results Conference 2025About 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
The Project Team
Prof. Dr. Henriette Elise Breymann
ZHAW - Institute of Data Analysis & Process Design
Automation of Financial Analysis
Prof. Dr. Tim Weingärtner
HSLU - Computer Science & Information Technology
Blockchain and Smart Contracts
Prof. Dr. Walter Farkas
University of Zurich - Banking & Finance
Financial Risk Management and Regulatory Expertise
Dr. Francis Parr
ZHAW - School of Engineering
Visiting researcher
We are an interdisciplinary team with proven expertise in the individual fields.
Get into contact with us via LinkedIn
Participating universities
Partners
We closely work with:
A global standard for the consistent representation of financial instruments.
Results
We are developing a new generation of regulatory technology that has the potential to revolutionize the regulatory reporting practice. The development is carried out in close collaboration with industry and regulators with the aim to create solutions that make a difference for the financial industry and society as a whole. Stay tuned for the latest updates about our ongoing work!
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
For recent updates and news follow us on LinkedIn
Past Events
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
Location
The conference was located at
University of Zurich, KOL-F-101
Zurich, Switzerland.
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.
Speakers
Magdalena Boškić
Head RegTech & Crypto Compliance Services, Sygnum
Willi Brammertz
Ariadne Business Analytics AG
Philippe Brügger
Head of Analyses and Instruments. FINMA
Mark Greenslade
Head of R&D, Casper Association
Francis Gross
Senior Advisor, ECB
Moritz Karber
Supervisor Subtech, ECB
Ralf Kubli
Board Member, Casper Association
Eva Selamlar-Leuthold
Head Swiss Financial Innovation Desk. Federal Department of Finance
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.
Speakers
Lukasz Kubicki
Head of SupTech, Technology and Innovation, ECB
Christian Dreyer CFA
Independent Analyst and Investor
Francis Parr
Visiting Researcher and former Research Staff Member at IBM Research
Ioannis Akkizidis
Lead Technology Product Manager Finance, Risk & Regulatory Reporting, Wolter Kluwers
Dan Wunderli
Head of Data Innovation Lab at FINMA
Alistair Heggie
Chief Operating Officer, SEBA Bank AG
Jörg Behrens
Non Executive Director and Entrepreneur