We assisted a leading Italian banking and insurance institution in the preparation and update of its Data Protection Impact Assessment (DPIA) within the regulatory framework outlined by the AI Act. The goal was to effectively coordinate the obligations and requirements arising from the intersection of the European Artificial Intelligence regulations and the General Data Protection Regulation (GDPR). Our support extended beyond merely aligning the DPIA with new regulatory requirements; it also involved an in-depth analysis of the implications of using AI systems in the banking and insurance sectors, with particular focus on processes involving the processing of personal data.