Financial Services Treasury Management CAPABILITY STATEMENT

Transcription

1 Financial Services Treasury Management CAPABILITY STATEMENT

2 CONTENTS ABOUT GBRW... 3 FINANCIAL SERVICES TREASURY EXPERTISE... 4 SELECTED CASE STUDIES... 5 Croatia: Treasury & ALM Advisory... 5 Bosnia & Herzegovina: Treasury & ALM of Market Banka... 5 Bosnia and Herzegovina: Asset and Liability Management Capability and ALCO enhancement... 5 United Kingdom: Foreign Exchange Risk Management and Reporting Framework... 6 Rwanda: Capacity Building in Treasury and Market Risk Management... 6 United Kingdom: design and implementation of Liquidity Reporting System... 6 GBRW SPECIALISTS... 7 Jeremy Denton-Clark, Director... 7 David Croft, Director... 7 Uyen Vo, Principal Consultant... 7 Fergus Clark, Principal Consultant... 7 CONTACT... 8 GBRW Ltd, London P a g e 2

3 ABOUT GBRW Our clients GBRW Consulting has over 20 years of financial sector expertise in emerging markets in Europe, Asia, Africa, and the Middle East. We provide advisory, consulting, training and coaching services. Our clients include: assignments reflects this. We look forward to developing new partnerships in ever expanding markets. Areas of expertise We have hands-on experience of a broad range of key business areas including: commercial banks, including Our Team retail, SME, & corporate specialist leasing, factoring, asset finance, MFI, or peer-topeer lenders development finance institutions and MDBs, and donor agencies emerging market investors & investment managers The GBRW management team is composed entirely of seasoned commercial, investment and development bankers, with practical experience at some of the world's leading banks. GBRW has a deep pool of intellectual capital to draw upon, ranging from policies & procedures, models, methodologies, tools, and templates. At GBRW we emphasise implementation, working shoulder-to-shoulder with counterparts to actually deliver change as well as planning for the future. While we bring bestpractice and the benefits of tried and tested approaches, we understand each client and market pose unique business challenges which merit a unique solution. We value curiosity, determination, intellectual rigour, and fellowship, and the approach to our Credit Risk Governance & Compliance Strategy and Finance SME and Corporate Lending Treasury & Market Risk Organisational Design & Restructuring HR & Performance Management GBRW Financial Services Treasury Management Advisory Effective Treasury Management processes are essential for any strong and stable financial institution. Left unmanaged, liquidity, capital and balance sheet risk exposures will lead to undesirable earnings volatility, and possibly even failure as demonstrated in the recent 2008 global financial crisis. If you would like support with the evolution of your Treasury Management approach, please get in touch. From cash management to navigating the Pillar II supervisory review process, we have the team that can help. If we can be of use to you and your organisation, please contact jeremy.denton-clark@gbrw.com, uyen.vo@gbrw.com and fergus.clark@gbrw.com GBRW Ltd, London P a g e 3

4 FINANCIAL SERVICES TREASURY EXPERTISE Risk identification and reporting GBRW will provide a comprehensive assessment of your capital, liquidity and balance sheet exposures, based on a combination of interviews, desktop reviews and questionnaires. Our experts will support you to develop a suite of management reports so that you can better monitor and manage risk exposures. We will help you to understand how to produce and use key metrics including: Risk Weighted Assets (including guidance on the various approaches to calculating credit RWAs) Key regulatory capital and liquidity ratios (e.g. CET1, LCR, NSFR) Balance sheet mismatch exposure Rating agency metrics (e.g. RAC, TAC, BCA) In addition, we will also help you to embed these elements into your existing planning cycle so that you can manage your exposures as you grow. Governance and control We have extensive experience in setting up strong and pragmatic risk management governance structures. Our team will partner with you to design and embed bespoke risk policies and appetites (including risk triggers and/or limits) consistent with your Asset and Liability Committee (ALCO) and Risk Committee structures. Prudential Regulatory Compliance Our suite of services includes: international regulatory compliance (including Basel I, II and III) advice on how to structure discussions with your local regulatory guidance through the prudential supervisory ICAAP, ILAA and recovery and resolution processes. support with the implementation of regulatory stress testing requirements What is Market Risk? Interest Rate Risk in the Banking Book (IRRBB) incl. Basis Risk Foreign Exchange Risk Commodities Risk Equity Risk Treasury management Our team is well-versed in hedge optimization strategies, and can help you develop a portfolio of management actions appropriate for your balance sheet and risk appetite. This includes: cash and bank account management modelling of deposits and behavioural assumptions derivative hedging strategies including interest rates and foreign exchange liability strategy (including debt capital markets issuance such as private placements) product design We can also advise on how to develop procedural documents with key controls and process mapping, to help mitigate operational risk on these activities. Other Treasury services In addition, we can also provide support with related Treasury issues such as hedge accounting, valuation, tax implications, economic capital, investor and rating agency relations and transfer pricing. GBRW Ltd, London P a g e 4

5 SELECTED CASE STUDIES Croatia: Treasury & ALM Advisory Privredna banka Zagreb was a state-owned bank and the second largest in Croatia. As part of a post-conflict restructuring exercise, the bank was scheduled for restructuring and privatisation. GBRW supported this restructuring, with a particular focus on the capacity building of the Treasury department, its approach to Asset and Liability Management, and reform of the risk management and internal audit functions. The bank was successfully privatised with a majority stake taken by Banca Commerciale Italiana. Bosnia & Herzegovina: Treasury & ALM of Market Banka Market banca d.d. was a small private bank established during the war to finance the import of food into Sarajevo. Restructuring activities included support in Treasury and Asset and Liability Management, strategic planning, organisational development and restructuring, financial control, accounting and budgeting, human resources and training, credit management, marketing, product development and pricing, and Information Technology. On the conclusion of the project, the majority of the shares were successfully sold to Raiffeisen Bank of Austria. Bosnia and Herzegovina: Asset and Liability Management Capability and ALCO enhancement Nova Bank was established in 1999 as one of the first private banks in Bosnia and Herzegovina. Since then, the bank has grown into the one of the leading banks in the Republic of Srpska as well as in Bosnia and Herzegovina. GBRW provided consulting services to support an investment in the bank. Deliverables included the establishment of Risk Management Division, the development of a Risk Appetite Statement by the Supervisory Board, development of Asset and Liability Management capability and enhancement of the Asset and Liability Committee (ALCO), and development of a Funding and Liquidity Policy for the ALCO. GBRW Ltd, London P a g e 5

6 United Kingdom: Foreign Exchange Risk Management and Reporting Framework Our experts delivered a comprehensive group wide framework for managing foreign exchange (FX) risk within a major financial institution. Deliverables include a high-level risk policy and procedures (including controls), risk triggers, FX risk exposure reporting and FX risk weighted assets reporting. Rwanda: Capacity Building in Treasury and Market Risk Management GBRW was retained by the Development Bank of Rwanda to undertake a comprehensive capacity building project sponsored by the African Development Bank. As part of that project, GBRW assessed the feasibility of a number of debt capital market funding alternatives to support the implementation of a strategic plan. The Treasury business and operating model were extensively improved, and guidance provided on alternative approaches to balance sheet management including a multi-currency forecasting tool. We also provided instructor-led training on Treasury Management.. United Kingdom: design and implementation of Liquidity Reporting System Our treasury experts were extensively engaged in the design, implementation, and management of a modern liquidity reporting system for a significant UK financial institution. The team delivered a complete overhaul of the liquidity management processes: created a full governance framework, including liquidity risk appetite; integrated it with the group funding plan and funds transfer pricing framework; conducted an extensive product behavioural analysis; and built multiple system data feeds. The successful delivery of the new liquidity reporting system allowed the group to surpass regulatory requirements, and was embedded in the key daily reports used by the executive management team. GBRW Ltd, London P a g e 6

7 GBRW SPECIALISTS Jeremy Denton-Clark, Director Jeremy Denton-Clark has been a Director of GBRW Consulting for 12 years. This followed an extensive professional banking career of 30 years, where he began his career working for well-regarded international banks including Kleinwort Benson and NatWest. His professional career culminated in general management as General Manager of London Interstate Bank and CEO of City Merchants Bank. He has completed numerous bank consulting assignments in countries including Azerbaijan, Bangladesh, Belize, Bosnia, China, Croatia, Egypt, Georgia, Ghana, Montenegro, Mongolia, Nigeria, Romania, Russia, Saudi Arabia, Senegal, Serbia, Sierra Leone, Tajikistan, Togo, Ukraine, and Vietnam. Jeremy specialises in treasury and balance sheet management, corporate governance, organisational design, strategy, SME banking, and credit risk. David Croft, Director David has thirty years of international experience in investment banking, risk and balance sheet management, and structured finance with ING Bank, Citicorp, HSBC and Schroders. David has an MBA from London Business School, a Diploma in International Management from the Ecole Hautes Etudes Commerciales, a Postgraduate Diploma in E-Commerce from London University (Birkbeck College) and a BSc Honours degree in Physics from London University (University College). As an investment banker, David has led business units in London, New York, Sydney, Zurich and Hong Kong. Consulting experience includes assignments in Thailand, Malaysia, Indonesia and China with specialisms in risk, capital allocation, balance sheet management, structured finance, receivables finance, climate change finance and entrepreneurship. Uyen Vo, Principal Consultant Uyen has spent the majority of her career working for major financial institutions such as Lloyds Banking Group and TSB. She specialises mainly in Corporate Treasury with a particular focus on prudential capital management and balance sheet management. She has also delivered projects in people development, HR, communications, leadership and corporate social responsibility. Uyen has worked in the UK, Japan, and the USA and holds an MA from the University of Cambridge. Fergus Clark, Principal Consultant Fergus has 17 years of international banking experience with a number of high profile banks, including the Royal Bank of Scotland, HSBC and the Commonwealth Bank of Australia. His experience includes senior roles in financial markets, corporate treasury, structured finance, projects, policy and credit risk management. He is also a qualified solicitor and has practised law in Australia and England. Fergus has worked across Australia, Azerbaijan, China, England, Rwanda, Tajikistan and Vietnam. GBRW Ltd, London P a g e 7

8 CONTACT GBRW Limited Level 17, Dashwood House 69 Old Broad Street London EC2M 1QS United Kingdom Phone: ++44 (0) GBRW Ltd, London P a g e 8