GLOBAL EXPERIENCE,
PRACTICAL EXPERTISE

Effective treasury risk management is key to creating a stable, sustainable financial institution. Treasurers are increasingly finding themselves playing a strategic role in the business and the demands of regulators are greater than ever.

GBRW offers you a diverse network of treasury risk professionals – ranging from Treasurers of FTSE 100 banks to Chief Risk Officers. Our consultants have worked extensively in a wide range of financial institutions across the globe. Be it market risk, balance sheet management, capital or liquidity – we have experts who can help.

We pride ourselves on our practical expertise, underpinned with real-life experience earned in the field throughout our careers. We are passionate about working collaboratively with our clients, and are committed to sharing our knowledge with you.

Learn more about our areas of treasury expertise here »

Capital Risk Management

While it’s clear that a financial institution should have sufficient capital to absorb losses, the elegance and challenge in this field to how to correctly balance the priorities of your depositors, investors, regulators and other stakeholders.

GBRW consultants have direct experience of optimising capital from both a profitability and stability viewpoint. Our experts will be able to advise you how to calculate key capital metrics (such as CET1, RWA, etc.), how to work with your regulator (including your ICAAP), how to maximise returns from capital (both accounting and economic capital) and how to address capital management in ‘going concern’ and ‘gone concern’ scenarios.

Market Risk Management

Financial institutions are vulnerable to undesirable economic and/or accounting volatility due to market risk. The main sources of market risk are interest rate risk, foreign exchange risk, equity risk, commodity risk and credit spread risk. Over recent years, market risk has come under increasing regulatory scrutiny and the demands on senior management to develop a robust, transparent and effective management infrastructure have risen accordingly.

We also have strong capability in building the monitoring, measurement and management systems required to keep this risk under control. For example, we have expertise in managing interest rate risk in the banking book (IRRBB) – covering areas such as basis risk, repricing risk, yield curve risk and optionality. We are able to advise you on the best approaches to measuring and managing this risk, including the behavioural modelling and stress testing required to assess this fascinating and sometimes complex area of market risk management.

Learn more about training in market risk management here »

Liquidity, Funding and Cash Management

As seen during the global financial crisis of 2007-8, liquidity and funding risk management is integral to any financial institution. Good liquidity management is about ensuring that your organisation has sufficient cash (or cash-like liquid assets) to meet your obligations through time. Done well, effective liquidity management can be of key strategic importance and deliver real value to the business.

We can help you to integrate liquidity management best practice into your business, how to produce liquidity risk metrics and produce your ILAA. We can advise on how to mitigate your funding risk and we can partner with you to develop an effective cash management infrastructure covering areas such as planning, monitoring cash flow, coordination of bank accounts, netting and pooling.

Governance

GBRW consultants will also be able to support you with designing and embedding a risk management framework. Our team will partner with you to embed a successful, pragmatic framework made up of the right blend of committees, defined responsibilities, controls and documents. We have direct experience with writing risk policies and procedures, setting up risk limits and triggers, and establishing Asset and Liability Committees (ALCO).

Market activity: Funding, Capital Markets, Hedging

Our experts have worked extensively within the debt capital markets and equity capital markets space, and are familiar with issuing a variety of types of capital and funding. They have also successfully delivered a range of hedging strategies and will be able to advise you on the best approach to managing your execution and help you to get the best out of dealing with your external counterparties.