Our Purpose
We have the capabilities to provide best in class advice on market, credit and regulatory risk management in line with risk appetite through the strategic redesign of treasury policy and controls. The offering also includes guidance on improving internal product offering through granular measurement of funding and liability costs of individual transactions / products.
Our Offerings
- Balance Sheet Management – Review Balance Sheet structure and recommend new product, hedging, diversification, and NIM fee income enhancement solutions
- Performance – Implement performance and RAROC methodology and develop end-to end budget process
- Automation & technology Solution – create / upgrade dynamic Funds Transfer Pricing (FTP) model
- Governance – Conduct Model Validation for internal and regulatory requirement
- Methodology & Modelling – Provide expert advice on Fundamental review of the Trading book, Counterparty Risk Management frameworks such as PFE, EPE, ENE models
- Technology – conduct stress testing and back testing frameworks. Assist in appropriate technology selection and project management.
- Quality Assurance / Independent Risk review – Ad hoc advice and support to the Audit / Risk Committee. Review the integrity of the valuations. Identify any weakness in the governance process.
Financial Markets Product Platform
Treasury to become a product hub to provide holistic solution to clients across the Banks Asset & Liability book. Create a Treasury Sales team to support front line Relationship Managers to extract additional relationship value to enhance RRWA for the Bank. In order to optimize the RRWA our review will consist of:
- Identification of Business potential with existing clients
- Guidance on counterparty risk measurement and approach to client appropriateness/sophistication and profiling criteria and process
- Compliance and counterparty documentation requirements
- Assess current and needed infrastructure requirements
- Create forward planning and implementation strategy for desired Sales results
- Assess Risk reward ratio in the trading book and analyse profitability
- Provide guidance on Trading book business plan
- Review Trading controls and compliance guidance
