Providing analysis for making informed financial decisions across the financial institutions and corporates sectors

Sample projects 

Developing targeted structured products

Yield enhancement strategies for cash rich investors require a very good understanding of the client's investment objectives. Typical challenges include:

Optimising yield received on US XXX life insurance collateral note

Post credit crunch LOCs as a means of funding regulatory capital requirements on XXX business have lost their appeal. The provision of a securitised guarantee in the form of a collateral note was developed as a replacement of LOC funding. Typical challenges to the bank providing the note include:

Maximizing risk adjusted derivative revenue under Basel 3

Under Basel 3 banks are required to fully account for counterparty and funding costs on non-collateralised trades. Typical challenges include:

Optimising interest paid on CASA deposits

Equity tranches of securitisations,

although are deposited on a demand account, have an expected duration that is greater from overnight. Typical challenges include:

For answers to the above questions please contact us.