Lesson 5 of 5·10 min read

Regulatory Requirements

Financial companies and finance departments are subject to strict regulations. AI use in finance is not a legal vacuum — BaFin, MaRisk, DORA, and the EU AI Act set clear guardrails.

BaFin Requirements

Supervisory Expectations for AI

The Federal Financial Supervisory Authority (BaFin) updated its AI guidance in 2025:

  • Model governance: Every AI model needs a responsible model owner
  • Validation: Independent validation before production use and regularly thereafter
  • Documentation: Complete documentation of data, methodology, assumptions, and limitations
  • Explainability: For customer-relevant decisions, AI logic must be traceable
  • Outsourcing: Cloud-based AI services are subject to outsourcing requirements

Reporting Obligations

  • Material outsourcing to AI providers must be reported to BaFin
  • Model risk events (AI model delivers erroneous results with material impact) are reportable
  • Incident reporting for AI-related IT security incidents

MaRisk and DORA

MaRisk (Minimum Requirements for Risk Management)

MaRisk governs risk management for banks and financial service providers:

  • AT 7.2 — Technical-organizational setup: AI systems must meet IT system requirements
  • AT 4.3.2 — Risk management and controlling processes: AI models in risk management need special controls
  • BT 3 — Risk reporting: AI-generated reports must meet the same quality standards as manual ones

DORA (Digital Operational Resilience Act)

In effect since January 2025 — applies to all financial companies in the EU:

  • ICT risk management: AI systems must be integrated into the ICT risk management framework
  • Incident reporting: AI-related ICT incidents must be initially reported within 4 hours
  • Digital resilience testing: AI systems must undergo regular stress tests
  • Third-party risk: AI providers (OpenAI, Google, AWS) are considered critical ICT third-party providers
  • Information sharing: Obligation to participate in information exchange about cyber threats

AI Governance in the Financial Sector

Three Lines of Defense for AI

1st Line — Business/Operations:

  • Model owner is responsible for correct usage
  • Monitoring model performance in daily operations
  • Escalation for anomalies

2nd Line — Risk/Compliance:

  • Independent model validation
  • AI risk assessment and classification
  • Compliance check against regulatory requirements

3rd Line — Internal Audit:

  • Regular review of the entire AI governance framework
  • Spot checks on individual models
  • Report to board/supervisory board

Model Inventory

Every AI model must be recorded in a central register:

  • Model name and purpose
  • Risk category (low/medium/high/critical)
  • Data sources and data quality metrics
  • Performance metrics and thresholds
  • Validation results and next review date
  • Responsibilities (owner, validator, sponsor)

Ethics Committee

For high-risk AI models (credit decisions, fraud detection, AML monitoring):

  • Ethical assessment before deployment
  • Fairness tests across different customer groups
  • Impact assessment for model failures

Practical Checklist

  • Model inventory created and current
  • Validation process defined (independent from development team)
  • DORA compliance verified (ICT risk management, incident reporting)
  • BaFin reporting obligations for AI outsourcing fulfilled
  • Three lines of defense for AI implemented
  • Regular model performance reviews (at least quarterly)

Conclusion: Regulation is not an innovation barrier — it's quality assurance. Those who build AI governance correctly from the start save themselves expensive later corrections and fines.

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Quiz

Question 1 of 3

Was fordert DORA für AI-bezogene ICT-Incidents?