Four areas of practice, each grounded in deep first-hand experience managing risk and treasury functions inside major financial institutions.
Banks sit on structurally mismatched balance sheets — that mismatch is both the source of margin and the origin of risk. We help institutions understand, measure, and manage interest rate risk in the banking book (IRRBB) with the precision that regulators now expect and boards deserve.
Our work in this area spans repricing gap and duration analysis, earnings-at-risk and economic value of equity modelling under prescribed and internally-developed shock scenarios, behavioural assumption setting for non-maturity deposits, and IRRBB governance framework design including policy, limits, and reporting. We have also advised on model validation and independent review engagements.
Liquidity risk management has become one of the most operationally demanding disciplines in banking. The failure modes are abrupt, and regulatory expectations — particularly around LCR, NSFR, and intraday liquidity — continue to evolve. We bring clarity to what is often an overly complex function.
Specific areas of work include liquidity coverage ratio optimisation and HQLA portfolio composition, net stable funding ratio analysis, intraday liquidity monitoring and reporting frameworks, stress testing and liquidity buffer calibration, and contingency funding plan design and testing. We also support institutions through regulatory reviews and remediation programmes.
Effective ALM connects the bank's risk position to its funding strategy, pricing decisions, and capital deployment — translating technical measurement into commercial insight. We have sat on both sides of the ALCO table and understand what it takes to make that translation work in practice.
We advise on balance sheet strategy and structural positioning, funds transfer pricing design and governance, ALCO effectiveness reviews and terms of reference, net interest margin analysis and forecasting, and the integration of ALM outputs into strategic planning processes. For institutions standing up or rebuilding their ALM function, we provide end-to-end design and implementation support.
Treasury sits at the intersection of funding, liquidity, risk, and the bank's relationship with capital markets. The function is often stretched — responsible for execution while simultaneously needing to provide strategic insight. We help treasury teams and their executives sharpen both dimensions.
Our treasury advisory work covers debt issuance strategy and funding mix optimisation, central bank facility access and collateral management, treasury operating model and target operating model reviews, internal pricing and recharge framework design, and regulatory capital and leverage ratio management. We also provide independent advisory to treasury leadership on strategic initiatives and board-level presentations.