INDUSTRIES

BANKING & FINANCE

At Invicta, we are hands on and results driven management consultants, working in close collaboration with our financial services partners to incorporate and implement best industry practice solutions for financial regulations and bringing in fresh innovative ideas with tangible solutions for portfolio optimisation.  
Global regulatory changes are causing challenges and new opportunities in many areas of banking, finance and asset management. Invicta is here to work hand in hand in partnership with leading financial firms undertake business, technology and digital transformation, covering areas such as xVA, Credit Risk and Market Risk, Capital Optimisation, Collateral Optimisation, Regulation and compliance related structural changes.

BANKING & FINANCE

OUR SERVICE OFFERINGS

As former banking and financial markets practitioners in capital markets and risk we take pride in our operational knowledge and expertise. We provide services in these areas of expertise:

Credit Risk and Market Risk Management Advisory

We can help consult and advise on your comprehensive risk framework or focus on specific areas within the framework such as:

  • Risk Policies:  Development and/or Review of Credit, Market, Trading and Governance policies from first and second line of defence
  • Risk and Capital mitigation solutions of OTC transactions & portfolios via structuring and novation
  • Business and stakeholder Operating model transformation
  • Methodology and Modelling (Review, development and validation) for xVA, market and credit risk
  • Review KPIs (key performance indicators) for Capital, Funding and xVA Pricing
  • Risk and Trading System vendor selection process;  system transformation for OTC derivative products, and risk and regulatory functional requirements
  • Re-engineer Risk and Front Office Strategic Organisational Structure and Target Operating Model

Capital & Collateral Optimisation Consulting

We can help consult and advise on your current capital and collateral optimisation practices under regulatory changes (Basel III, CCP, CVA – Capital, FRTB etc):

  • Define programme for capital optimisation to mitigate impact of Basel III by taking measured steps to reduce Risk Weighted Assets (RWAs) and improve capital efficiency
  • Define and advise the incorporation of a Risk Adjusted Performance measurement system as part of XVA valuation based on through the cycle approach
  • Review existing capital and collateral operating function, model parameters and structures
  • Define front office trading programme for collateral optimisation and measurement of funding costs under central clearing (CCP) and Initial Margin reforms.
  • Advisory on CSA / Collateral Agreement terms to improve funding costs and counterparty mitigation

Vendor Selection

We can organize and facilitate RFI (Request for Information) and RFP (Request for Proposal) of vendor based technology in areas associated to Risk, XVA, Capital Markets and Regulation:

  • Analyse and prescribe business objectives, specifications and project
  • Sourcing of Vendors
  • Formulate and mange RFI and RFP process
  • Facilitate and manage Proof of Concept from Vendor systems
  • Evaluation and scoring of vendor selection

XVA, Risk & Regulation Programme Mgmt

We can help with the advisory and management of change transformation and implementations:

  • Defining and prioritising programme objectives for front office trading and risk
  • Process and resource management
  • Assessment of programme initiatives
  • Defining, quantifying, measuring and monitoring benefits
  • Stakeholder management and communications: enabling productive, two-way communication with all key stakeholders.

OUR PROPOSITION

WHY US

GOING BEYOND ADVISORY
We have worked on the front-line for leading banking institutions, not as consultants, but as employees who were tasked with getting things done and leading change. We bring real experience to deliver real results.
XVA EXPERTS
Our team comprises of the leading experts and published authors in XVA and capital market risk. We are one of the few companies that can connect people, process, and technology when considering XVA desk setup and optimisation.
TECHNOLOGY IN FINANCE
We work in close collaboration with our financial services and digital innovation partners to implement digital solutions that remove hype and add real competitive advantage.
CONNECTING THE DOTS
With deep experience across people, process, and technology, we can reduce the inefficiencies and miscommunications that often happen when consultants only know one piece of the pie

 

Want to know more about our Banking & Finance services?