The following is the summary of the various projects executed by the principals of Bespoke Consulting Solutions in the area of Risk Management, Quantitative Modelling, Derivative Valuations, Strategy and Process Improvement and Capacity Building Programmes:
Integrated Risk Management
1. Diagnostic (Gap) study for various banks, financial institutions, multilateral development agencies in India, Africa and Middle East countries for credit, market and operational risk under Basel Framework and industry best practices
2. Designed Integrated Risk Management Policies and Manuals (Standard Operating Procedure) for credit, market and operational risk (including Basel Pillar II requirements on Internal Capital Adequacy Framework and Stress Testing) for various banks, financial institutions, financial services companies, multilateral development agencies in India, Africa and Middle East countries
3. Implemented Financial Risk Management System for a Central Bank in Africa
Quantitative Modelling
1. Designing and implementation of various risk assessment models for different class of lending segments like Larger Corporate, SME, Small Businesses, Retail Products (Home Loans, Education Loans, Credit Cards etc.) including rating models on sector specific exposure like real estate, power projects, road projects etc.
2. Designing of Counterparty Risk Assessment Models for evaluating and assigning limits for banks and financial institutions for a foreign exchange clearing house in India
3. Validation of Credit Rating Models for implementation of Credit Risk Solutions for various banks in India
4. Construction of Bond Indices and Bond Valuation tool for the Indian mutual fund industry and mandate was awarded by the regulatory body supervising mutual fund industry in India
5. Analysing Retail portfolio, identifying drivers of default, forecasting monthly PAR estimates and determining portfolio valuation for several NBFCs in India
Strategy and Process Improvement Consulting
1. Formulating an entry strategy for a leading European bank in India
2. Formulating strategy and business plan for a non banking financial services company in India to convert into Commercial Bank
3. Profiling of structured finance Products markets in India for entry strategy by an NBFC
4.Designing of Processes, MIS and Systems for improvement in Credit Delivery Mechanism and strengthening of Treasury Processes
OTC Derivative Pricing Models
1. Implemented the OTC Derivative Pricing Models with interest rate and foreign currency underlying for one of the largest corporate house in India
Capacity Building Programmes
1. Transfer of knowledge to enhance the capacity of the financial services institutions in the following topics:
• Credit Risk Management
• Obligor Risk Scoring Model
• Project Finance
• Asset Liability Management
• Derivative Pricing
• Risk Based Internal Audit
• Operational Risk Management
• Advance Capital Calculation Measurement Approach under Basel Framework
