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 for IKB Deutsche Industriebank AG
  • Advisory services to a Landesbank regarding Basel II requirements and product development for corporate clients
  • Research and advisory services regarding FRTB and Basel III
  • Simulation of an SREP assessment, including ICAAP, ILAAP and capital planning processes
  • Interim management assignment within the Risk Management function of a major European bank

Credit Risk & Portfolio Models

  • Validation of credit portfolio models, including back-testing methodologies, for a banking group
  • Advisory services to a major international bank 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 for the PROMISE 2000-1 CLO transaction at IKB Deutsche Industriebank AG
  • Treasury modelling and cash flow analysis for the PROMISE 2000-1 CLO transaction
  • Establishment of a securitisation unit within Capital Markets at Hamburgische Landesbank
  • Responsibility for the PRIME 2006 securitisation transaction at HSH Nordbank AG
  • Responsibility for the associated SmartMezzanine capital programme

Structured Financing Solutions

  • Development of structured financing alternatives for leasing companies
  • Support for a subsidiary of a major European bank in implementing a structured finance transaction
  • Development of a private debt concept 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

  • Management of cooperation and negotiations with HASPA and LBBW
  • Reporting to executive management and responsible board members
  • Market communication and conference presentations
  • Capital markets activities across Shipping, Aviation, Corporate and Leasing asset classes

Distribution & Business Models

  • Development of a new business model for an insurance subsidiary
  • Advisory work for leasing companies and financial services providers

Selected Institutions

Selected project experience includes assignments and senior responsibilities related to
IKB Deutsche Industriebank AG, Hamburg Commercial Bank, Deutsche Bank Group, Nomura Group,
Euler Hermes Group, UniCredit Group, a major Swiss banking group, NordLB Group, Landesbanks,
leading stock exchanges, brokerage firms and financial institutions.