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Services

Consulting

We believe that successful consulting has the most lasting effect when properly explained to and understood by the client. This is why we also offer training sessions.

We provide consulting services to the most demanding financial and banking institutions for derivatives as well as ALM products.

ASSESMENTS

Our methodologies combine consistently market, credit, and liquidity risks. This holistic vision of risks is essential to concurrently optimize the use of capital and promote and safe management of risks.

We take care of the implementation of our solutions and not only produce reports.

Our services allow to estimate the risk/return relationship of the different business lines so as to optimize the internal allocation of capital, hedge the banking book with derivatives, reduce the need external funding through the use of the existing commercial liquidity pools, reduce the term of debt emissions thanks to a more accurate estimation of the duration of the banking book, or monitoring and reducing counterparty risk with a modern management of collateral and guarantees.

In addition, we offer to support the creation of new innovative financial products, revise internal policies, and audit our clients’ methodologies and models.

 

TRAININGS

Training

We train the next generation of leaders of the financial industry by giving them the theoretical and practical tools necessary to efficiently trade and invest in financial markets. Bloomberg tutorials illustrate the new topics with practical applications.

 

We design the sessions according to the specific needs of our clients in terms of content and sophistication. The audience benefits from our extensive academic experience.

 

Training topics include among others:

• Market conventions and financial indices.

• The pricing of forwards, swaps, options, and stochastic models.

• The new valuation adjustments required by international regulations for counterparty, funding, collateral, and liquidity risks.

• The management of the banking book.

• Programming applied to financial problems.

• The associated numeric methods.

¿More information?  Contact us