OUR CLIENT REFERENCES
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OUR EXPERIENCE
Counterparty Credit Risk Management
European Infrastructure
Strategic FX Risk Management
International Corporation
Banking Relationship Evaluation
International Corporation
Secured Debt Refinancing
Real Estate Sponsor
Financial and Hedging Structuring
Real Estate Investor
Credit Mitigation and Risk Transfer
European Infrastructure
Recovery of distressed assets
PWC / Lehman Brothers In Administration
Mis-selling and Ultravires Derivatives
European Public Sector Agency
Real Estate Securitisation Recovery
Pool of Credit Investors
OUR EXPERIENCE
Counterparty Credit Risk Management: European Infrastructure
- Exposure : + €45 bn Debt
- Derivatives portfolio integration and credit analytics calibration
- Replication of banks regulatory capital on € +50 bn debt portfolio
- xVA monetisation and negotiation assistance with top 15 investment banks.
- Provision of software & analytics
- Sole advisor
Strategic FX Risk Management: International Corporation
- Exposure : + $100 bn Derivatives
- Strategic assessment of group’s credit liquidity vs. top 50 investment banks
- Re-design of credit headroom management policy
- Optimisation of derivatives portfolio implementation
- Provision of software & analytics
- Sole advisor
Banking Relationship Evaluation: International Corporation
- Exposure : + €4 bn Debt
- Assessment of RWAs arising from unsecured credit, securitisation conduits and derivatives portfolios
- Reconciliation of Pillar III / CRD IV bank regulatory data and credit modelling under of Basel III/IV
- Generation of capital and return of capital dynamic dashboard across bank pool
Secured Debt Refinancing: Real Estate Sponsor
- Exposure : € 700 mm Refinancing
- Assessment of hedging strategy in connection with secured debt refinancing.
- Impact modelling of hedging strategies on key ratios and shareholder returns
- Debt and derivatives documentation review, including embedded options
- Provision of xVA adjustments
- Implementation and negotiation assistance
Sole advisor
Financial and Hedging Structuring: Real Estate Investor
- Exposure : € 600 mm Financing
- Acquisition debt modelling and cost of debt analysis between financing providers
- Optimisation of hedging strategies vs. project return and key ratios
- Debt and derivatives documentation review, including embedded options
- Implementation and negotiation assistance
- Sole advisor
Credit Mitigation and Risk Transfer: European Infrastructure
- Exposure: € 400 mm RWAs
- Complex inflation and fixed income derivatives portfolio integration and credit analytics calibration
- Replication of banks xVAs and regulatory capital release from credit risk transfer
- xVA monetisation and negotiation assistance
- Sole advisor
Recovery of distressed assets: PWC / Lehman Brothers In Administration
- Exposure : +$25 bn Distressed Assets
- Recovery of Lehman Brothers International Europe distressed derivatives portfolio
- Unwind of structured and complex securitisation transactions
- Assessment of termination and close out procedures
- Negotiation and management of claims and disputes with debtors
Mis-selling and Ultravires Derivatives: European Public Sector Agency
- Exposure : + € 20 bn Derivatives
- Assessment of hedging qualification on highly complex derivatives portfolio
- Quantitative review of Review Replication of banks regulatory capital on € +50 bn debt portfolio
- xVA monetisation and negotiation assistance with top 15 investment banks.
- Expert Witness [CPR35]
Real Estate Securitisation Recovery: Pool of Credit Investors
- Exposure : + £ 550 mm Derivatives MtM
- Pricing analytics on highly complex inflation derivatives portfolio
- Assessment of post-default close-out process under ISDA
- Derivatives asset recovery optimisation and negotiation assistance
Sole advisor
OUR CORE RELATIONSHIPS AND PARTNERS
Treasury Management Services and Corporate Risk Advisory [UK ]
