References

Selected References

SQF combines senior expertise in risk management, structured finance, quantitative analytics and risk technology.   Projects are often subject to strict confidentiality agreements and can therefore only be described in general terms.

Risk Management & Regulatory Analytics

Risk Management Projects

  • Valuation of fixed-income trading risks
  • Advisory services regarding Basel II/III requirements and structured credit product development for corporate clients
  • Research and advisory services regarding the FRTB framework implemantation
  • Simulation of an SREP assessment, including ICAAP, ILAAP and capital planning processes
  • Interim management assignment within the Risk Management function

Credit Risk & Portfolio Models

  • Validation of credit portfolio models, including backtesting methodologies
  • Advisory services concerning refinancing and valuation of a loan portfolio
  • Credit portfolio analytics in connection with structured finance and securitisation transactions
  • Model enhancements for synthetic securitisation and Significant Risk Transfer calculations

Structured Finance & Securitisation

Securitisation Transactions

  • Portfolio construction and stratification for a synthetic CLO transaction
  • Treasury modelling and cash flow analysis for an ABS cash transaction
  • Establishment of a securitisation unit within Capital Markets
  • Responsibility for the origination of a cash mezzanine CDO
  • Responsibility for a mezzanine capital programme
  • Structuring of an ABS leasing transaction

Structured Financing Solutions

  • Development of structured financing alternatives for leasing companies
  • Support in implementing structured finance transactions
  • Development of private debt concepts for off-balance-sheet financing of debt instruments
  • Advisory services regarding restructuring and extension of an LBO financing structure

Capital Markets & Business Development

Capital Markets Execution

  • Reporting to executive management and board members, serving in both interim and permanent management roles.
  • Market communication and conference presentations
  • Capital markets activities across Shipping-, Aviation-, Corporate- and Leasing asset classes

Distribution & Business Models

  • Strategic advisory and business model development for financial services providers and leasing companies
  • Advisory support to banks and brokers in the selection and procurement of rating information and market data services

Selected Institutions

Selected project experience includes assignments and senior responsibilities related to IKB Deutsche Industriebank AG, Hamburg Commercial Bank AG, Deutsche Bank Group, Nomura Group,Euler Hermes Group, Unicredit Group, a Swiss Banking Group, NORD/LB Group, Landesbanks, leading stock exchanges, brokerage firms and financial institutions.