Sector: Banking, Insurance, and Financial Markets
Location: Asia (Jakarta, Singapore, Region-wide)
Challenge:
With the roll-out of Basel III/IV reforms, FRTB, XVA, UMR, and SA-CCR, market participants faced growing complexity in how regulatory capital, margin, and pricing were interconnected. Many institutions lacked in-house capability to interpret the evolving capital regime and its direct impact on product design, client pricing, and desk structure – especially under SA-CCR, which significantly redefined counterparty exposure treatment for OTC derivatives.
Solution:
Delivered a series of advanced masterclasses and executive briefings that connected regulatory frameworks to real-world structuring and desk-level execution, including:
- Basel III Leverage Ratio & Capital Rules – implications for structured trades, balance sheet usage, and treasury impact
- XVA, Client Pricing & Trade Structuring – integrating credit, funding, and capital charges
- FRTB & Trading Desk Design – aligning business models with internal capital and risk attribution
- Segregated Initial Margin & UMR – implementation impacts and strategies to minimise liquidity drag
- XVA, Client Pricing & Trade Structuring – integrating credit, funding, and capital charges
- SA-CCR – deep dive into counterparty exposure calculation, impact on capital charges, and how it reshapes pricing and strategy for derivatives
- Volcker & Structural Reform – aligning internal platforms and reporting with evolving regulatory intent
Result:
- Strengthened institutional understanding of how SA-CCR and UMR reshape derivative capital usage and client economics
- Enabled trading desks and structurers to redesign products with full awareness of regulatory cost impact
- Helped firms avoid blind spots in capital budgeting and liquidity forecasting
- Improved internal alignment across legal, trading, and risk teams in high-stakes capital markets functions
Value Delivered:
Equipped clients to turn regulatory constraints into pricing and structuring edge – integrating SA-CCR, SIM, and XVA into real-world execution strategies that balance compliance, profitability, and governance.