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The Exequor Group
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The Exequor Group provides both strategic advisory services related to Treasury and Risk Management as well as data modeling and quantitative solutions that define best practice risk analytics. Our areas of expertise include stress testing, asset/liability management, funds transfer pricing, and capital and liquidity management. The Exequor Group strives to derive incremental value from regulatory compliance spends.

 

Exequor Group – Financial Services Website

 

Experience

Our partners have in-depth experience in Treasury and Risk Management in leading GSIB and DFA US and global financial services providers, with over 30 years of combined experience. Leadership roles have included Head of Capital Planning, Treasurer, Chief Investment Officer, Head of Asset/Liability Management, ICAAP Director and Head of Credit Portfolio Management, and Director of Capital Planning and Stress Testing.

 

Project Examples

Our clients range in size from $10 billion to over $1 trillion in total assets.

Some examples of recent and ongoing projects include:

·         Analytical; Management and Regulatory Reporting of PPNR

·         Simplified Supervisory Formula in CCAR

·         Future Securities Purchases

·         FTP Advisory, Governance Review and Cross-Functional Workshops

·         Non-Maturity Deposit Model/Challenger Model Construct

·         ALM and Credit Model Validation, documentations, and Governance Process Reviews

·         ERM Policies and Risk Management Framework designs

 

Workshops

Exequor offers workshops that are highly interactive and hands on learning experiences. The Stress testing workshop for example outlines the development to execute a comprehensive approach to Stress Testing; design and application of a macroeconomic stress test to a synthetic bank; analysis of the impacts across the investment and loan portfolios; changes in pricing and volumes of deposits; and stressing the off- balance sheet income and expense line items.

Additional training classes are available on ALM, FTP and Deposit Modeling.

https://vimeo.com/user32623375/review/163621326/433b87dcb1

 

White Papers

Exequor Group has several White Papers including Stress Testing. This paper discusses; the major components of a macroeconomic-based stress testing process; describes the challenges with which banks are contending in their efforts to comply with regulatory requirements; the foundational components of economic scenarios and cash flow models; introduces new business, capital consumption, other (non-credit) risks, income and expense models; and discusses impact on capital ratios, capital planning, quantitative information and qualitative considerations.  (You must be logged in to view the white papers)

 

Contact Details

Exequor Group LLC, www.exequorgroup.com, info@exequorgroup.com, 774-929-6444

 

Exequor Group White Papers

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