Ameru Financial - Specialising in quantitative financial analysis.

Ameru Financial is focused on providing high-quality analysis with an eye to maximise the bottom line.

Our breadth of business experience, obtained not only on the sell (structuring, advisory, quantitative strategy) but also on the buy side (actuarial consulting) and excellent academic credentials, enables us to satisfy the analytical needs of distinct clients when they require expert solutions to real world financial problems involving among other:

- the utilisation of derivatives or other financial instruments in an ALM or yield enhancement context.
- the resolution of hedging optimisation challenges.
- the calibration of risk appetite.
- the comprehension of XVA counterparty charges.
- the incorporation of Basel 3, Solvency 2 or other regulatory capital regime.
- the optimisation of interest paid on CASA deposits.
- the examination of the effects of non-normality when defining yield enhancement and risk management strategies.
- the specification of stress testing factors for risk management purposes.
- the examination of the benefits and risks of quantitative trading strategies.

Sample projects:

Banks: Developing targeted structured products, Maximizing risk adjusted derivative revenue under Basel 3, Optimising yield received on US XXX life insurance collateral note, Optimising interest paid on CASA deposits.

Corporates: Minimising derivative charges, Interest rate hedging optimisation, FX hedging optimisation, Commodity hedging optimisation.

Life insurers: Solvency 2 Individual Capital Assessment analysis, Hedging bonuses and smoothing costs investigation, Minimising regulatory capital charge for interest rate risk, Hedging interest rate guarantees.

Pension funds: Defining risk appetite, Incorporating alternative assets and empirical returns, Matching assets and liabilities, Investing in quantitative trading strategies funds.

Ameru Financial Limited

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