Our Core Concentrations are as follows:

 

 Business Model Definition & Strategic Change

 

  • ROE base impact analysis off each regulation on business lines: FICC, Prime, Repo, Sec Lending, Prop Trading, Structured finance etc
  • Balance Sheet effects in terms of RWA (market/credit) and Leveraged Ratio on each business line per product
  • Analysis of non income generating business lines & break even points and exploring strategic alternatives of offshoring/outsourcing
  • Understanding effects off disruptive technology and threat of non banking competitors on various business lines
  • Developing new business and breaking through new markets:  market intelligence,  a detailed breakdown of competitors’ pricing & services, strategic planning of how best to position oneself in a competitive market
  • Creating a pipeline and ‘Book of Works’ over 36 months incorporating strategic vision, change and implementation planning
XVA Applications

 

  • Setting up and implmentation of XVA desk (i.e. CVA, DVA, WWR, FVA, KVA etc) from methodology, business set-up, business mandate policy and desk management:
  • Provide stategic knowledge on Valuation and Hedging of CVA counterparty exposures for both liquid and illiquid counterparty exposures in addition to hedging market risk exposure to CVA/DVA.
  • For Wrong Way Round Risk (WWR) provide approach to implement and hedge the exposure
  • For FVA provide best practice on valuaton and managing of risk in relation to the Bank’s derivative funding requirements. 
  • Capital optimsation of CVA counterparty exposure under Basel 2.5 CRDIV.
Collateral Management

 

  • Building & designing a fully functional collateral platform integrated with settlement, custody and valuation
  • Performing Gap analysis of current architecture, challenges, process inefficiencies and risk assessment with industry peers
  • Designing Enterprise collateral management operating model with firm wide inventory view and exposure netting across business units
  • Designing Collateral optimisation engine
  • Designing transfer pricing methodology and implementing workflow between front office business lines
  • Solutions around Initial Margin for Non Cleared Trades: bespoke model build or vendor selection
  • Buy vs Build vs Outsourcing cost-benefit analysis analysis
  • Service provider and Vendor selection:  analysis and rating of service provider and vendors with respect to client needs incorporating best fit, cost and various other criteria
Clearing Services

 

  • Understanding Clearing infrastructure: execution, novation and modelling mechanism (agency vs principal)
  • Overview of latest developments across CCP’s in APAC
  • Choosing a CCP: differentiating factors :

    • risk management policies
    • default management structure
    • membership requirements
    • ‘preferred CCP’ risk weighing
    • collateral acceptance criteria
    • cross margining capabilities
    • CCP’s own fund contribution (skin in the game policy)
  • Margining Policies of CCPs across Asia: Basel capital charges (qualified vs non qualified), initial and variation margin, client collateral segregation models
  • Collateral Management platform: single margining across cleared and non cleared trades
  • Interoperability and cross margining: operating models
Post Trade Services

 

  • Gap analysis of an institution’s current capabilities versus regulatory requirements & best practices including peer group benchmarking
  • Analysis and planning of new organisational models for post-trade processes
  • Technology definition: System selection, buy build analysis
  • Project Management of new organisational architecture and implementation
Credit Risk Management

 

  • Overview credit risk modelling structure & methodology: moving from CEM  to Standardised approach
  • Defining and building credit risk policy and limits for counterparty risk management
  • Credit Risk methodology: PFE calculation using add on or Monte Carlo
  • Basel 3 Risk Weighted Assets for credit (CCR); strategies to lower RWA
  • Understanding credit risk systems.  Operating model around limit exposure management & ratings methodology
  • Defining CVA methodology and business process
  • Building CVA desk: Full Cost/Benefit Analysis & technological requirements / Organisational definition
Blockchain solutions development & implementation

 

  • Deep dive into current banking workflows within bank’s front, middle, back office to identify areas for disruption
  • Feasibility studies and impact analysis of replacing identified workstreams with blockchain technology
  • RFP & Due Diligence on Blockchain platforms
  • Development phase: creating digital financial instruments on blockchain, defining smart contract templates and developing interfaces with existing internal banking systems
  • Designing target operating models within blockchain with payments and settlements and reconciliation workflows
  • Planning and delivering: implementing blockchain, UAT and parallel runs
  • Defining client on boarding parameters including KYC and AML
  • Client on boarding and implementation onto blockchain
Business Development Services

 

  • Product Definition: suitability for APAC region
  • Gap analysis with market competitors & with industry best practices
  • Identifying key jurisdictions / target countries in the region
  • Regulatory impediments and limitations per jurisdiction for new product e.g. regulatory outsourcing approval
  • Create target list of clients across jurisdiction by client segment
  • Establish wallet sizing, budget, cost & revenue estimates and create pipeline
  • Originate marketing strategy around new product for region
Vendor Selection

 

  • Performing business requirements analysis for next 7-10 years based on business and support group feedback
  • Gap analysis of existing system and architecture
  • Propose Future State architecture
  • Building a non functional requirements database e.g. hardware, security, maintenance etc
  • Identifying key jurisdictions / target countries in the region
  • Creation of ‘Future State’ Architecture
  • Creation of RFP template and assessment scoring model
  • Creating overall vendor scope and performing first round of due diligence
  • Performing second round of due diligence and shortlisting vendors
  • Detailed integration of new vendor system in client’s Target Solution Architecture.