We help banks and financial institutions navigate interest rate risk, liquidity constraints, and treasury complexity — with the clarity that comes from having done this work ourselves, at scale, inside the institutions we now advise.
We work with a small number of clients at a time, maintaining a depth of engagement that generalist consultancies cannot match.
Repricing gap analysis, earnings-at-risk modelling, and IRRBB governance frameworks built for regulatory scrutiny and board-level clarity.
Liquidity coverage ratio optimisation, intraday liquidity management, and contingency funding plan design aligned with Basel III and local regulatory requirements.
Balance sheet strategy, funds transfer pricing design, and ALM committee support that connects risk measurement to commercial decision-making.
Most advisory firms send in teams of analysts who have read the textbooks. We have managed ALM books, chaired ALCO meetings, and presented to regulators — at institutions whose complexity rivals the clients we now serve.
That background shapes everything: we ask better questions, identify the real constraints faster, and design solutions that hold up in practice rather than just on paper.
Meet the Team