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Consultancy
Decision-makers and their teams can engage with our experts to identify, prioritise, and execute strategic initiatives.
They can also receive personalised advice tailored to their specific priorities.
Our consultancy and advisory services cover the following topics:
Dr. Simon Acomb
1. Risk Management
Review of risk management system for a UK based bank
Advice on implementation of FRTB
2. Model Validation and Control
Assisting a G-SIB in preparation for an external model audit
Consultant - assisting the ECB in their Asset Quality Review process
3. Equity Derivatives
Implementing a valuation model for autocallable products
Expert witness in a dispute over the nature and valuation of an Equity Derivative Product
Rupesh Tailor
1. Banks
Asset Liability Management (ALM)
Capital management and stress testing - ICAAP and system-wide external
Liquidity management and stress testing - ILAAP
Basel Internal Ratings Based Approach credit risk capital modelling
IFRS 9 expected credit loss (ECL) modelling
XVA
2. Asset managers
High yield research
Distressed debt research
High value insights on or from: Potential EBITDA and business turnaround strategies; restructuring process, restructured package value and tactical considerations; solo entity financial statement analysis; machine learning
