Bank Treasury

  • Banking book and trading book – all aspects of front-, middle-, and back office activities, processes and policy & procedures documentation;
  • Financial products implementation, structuring and validation;
  • Developing front office financial tools. Bank Asset & Liability Management (‘ALM’);
  • Trading book valuation adjustment measures and processes, including CVA / DVA/ FVA;
  • Central clearing, wrong way risk, and other front- and middle-office processes emerging in the aftermath of the 2008-9 financial crisis and under Basel framework reforms.