We are known for saving clients derivative and foreign exchange execution costs. Whether a new trade or restructuring of existing transactions, execution negotiation forms an integral component of a high-performing treasury team. From vanilla swap pricing through to more complex XVA and liquidity charges, ensuring our clients trade at the best possible price is one of our key value propositions. In doing so, we are always mindful banks play an integral role in clients business models and we are firm if required, but always respectful.
We are able to provide a broad suite of consulting services in areas including hedging and risk management strategies through to ALCO and treasury policy.
Post-trade services include portfolio valuations and fair value and hedge accounting reporting under IFRS 9/AASB 9. By leveraging technology and our quantitative expertise, together with a chartered accountant, we work with clients to ensure hedge ineffectiveness is minimised wherever possible. We use regression testing which is the gold standard and can provide the tests through to disclosures and journals.
We offer bespoke quantitative services including cross-asset valuations, model validation, technology and benchmark reform.
We are able to provide training ranging from general corporate treasury topics through to more bespoke quantitatively complex topics as and when required. We are able to provide specialist subject matter advice to regulatory bodies and industry associations.