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:
For answers to the above questions please contact us.
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: