Clearer Insights,
Better Financial Decisions.
Our Strategic Services
Balance Sheet Optimization & Structuring
Sizing and structuring – Assist in the identification of “true north” balance sheet and P&L metrics and from there define balance sheet composition alternatives.
Risk Metric Calibration – Leverage multiple data sources (internal, peer comparison, etc), stakeholder expectations, and desired Risk Appetite, and cross-risk pillar impacts to derive operating ranges, targets and limits for Capital, Liquidity, Funding and Interest Rate Risk.
Funding Optimization – Partner with business leaders to evaluate current deposit mix and opportunities, inventory potential wholesale alternatives, define exposure interest rate risk limits, and evaluate regulatory expectations/limitations to determine optimal funding alternatives.
Capital Allocation – Based on Risk Metrics and Optimal Funding Alternatives, identify optimal uses of capital; determine the optimal methodology to measure ongoing returns on capital deployed.
Assumption Design & Support
Data Sourcing and Analysis – Identify, source, and document data that will be used to support assumption generation.
Assumption definition – Define assumptions that are appropriately segmented (product, LOB, customer, etc), comprehensive, conservative, reflective of business, aligned with regulatory expectations.
Enhance Stress Testing Practices
(IRR, liquidity, capital)
Risk Identification – Engage with 1LOD and 2LOD stakeholders to develop sustainable practices centered on the identification and inventory of significant risks faced by the organization. Harmonize this inventory with that in the corporate risk profile.
Scenario Design (Macro and Idiosyncratic) – Determine risk stressors from the tracking/measurement of risks within each pillar of the risk profile and develop comprehensive and repeatable scenario design processes.
Process Improvement
Identify strengths and opportunities within existing stress testing processes and design and implement enhancements that will lead to more efficient, defensible, and repeatable practices
Regulatory Rule/Expectation Alignment
Evaluate existing practices to ensure alignment with regulatory guidance and peer practices, based on the size and complexity of the current and future organization.
Transform Management & Board Reporting of Treasury Risks
Connect risk measurement reporting of complex and interconnected risks by transforming sometimes confusing detail to next order tangible, timely, and relevant corporate outcomes.