Our financial consulting services consists of  strategy and corporate governance, risk advisory services, quantitative risk measurement and financial information technology services.

Strategy and corporate governance

• Corporate governance structure and policy
• Hedging vs. trading strategies
• Trader compensation structure
• Limit loss strucutre
• Transfer pricing  

Risk advisory services  

• Procedures for key controls
• Design of trading controls
• Straigh-Through-Processing ( STP) implementation
• Performance measurement
• Basel II and MiFiD compliance and benchmarking 
• Sarbane-Oxley compliance  

Quantitative risk measurement  

• Risk decomposition of complex strucutured transactions
• MTM process and controls
• Volatility and correlation analysis
• Monte Carlo distribution analysis
• Validating alternative VaR methodologies
• FAS 133 / IAS 39 hedging compliance
• Performance metrics for portfolio, trader both in trading and hedging
• Stress test design
• Capital allocation by units  

Information technology  

• Trading system specifications and requirements
• Vendor selection scoring
• System confiugration design
• Contract negociation assisatance
• System implmentation
• Report design
• Interfaces to legacy systems using industry standards such as MDDL, Fpml etc.