Capital Markets

Our team has experience leading large scale projects dealing with all aspects of Capital Management and Treasury Operations to include:

• Asset and Liability Management - portfolio structuring, performance attribution, liquidity management, investment portfolio management, policies and guidelines and asset allocation models.
• Compliance - credit exposure, collateral management, regulatory oversight and internal policies.
• ​Hedge Management - interest rate, foreign exchange and operational management, policy, accounting and disclosures. 
• Pricing and Valuation - Financial modeling of securities and balance sheet components, pricing verification and pricing methodology validation.  Additionally, integration of third-party pricing tools (e.g. Bloomberg, Reuters, IDC, brokers) and controls and compliance model reviews. ​