Sunday, October 20, 2019

Gamma can partner and deliver for your organization on a wide variety of solutions including but not limited to: business advisory, strategy, resourcing, programme management and delivery.



Below is a high level selection and indication of what we can do. We cannot discuss the solutions we are developing but more can be explored one on one as relevant to your business and needs

 

Sample Engagement Experience

Examples per engagement type:


Industry 

Work closely with leading industry groups to deliver material out to 
membership bases egwww.sifma.org/uploadedfiles/ccpoffering-matrix-amf.Pdf 

Infrastructure 

Setup strategic partnerships to develop viable solutions and framework for G20 countries ex- US & EU to deliver on derivatives based commitments.

Tier 1

Analyze offerings benchmarked against best of breed competition. Run PMO and execute on specific project streams to deliver derivatives solutions for clients.

Regional

Conduct analysis, recommending strategy and target operating model in a changing derivatives landscape, enabling transformation to an optimal model.

Buyside

Deliver gap analysis current to future state and conduct RFI/RFPs recommending optimal relationships with SEFs, exchanges, FCMs and vendors.




Summary of selected workstreams: 

Analysis

—Current State OTC Review: Current state assessment looking at your current setup of OTC derivatives infrastructure including people, processes and technology.

—Analysis of CCP Offerings and Products: Review current environment, a detailed look at the current CCP offerings and services, future development and landscape for derivatives to enable strategic positioning.

—3rd Party Clearing Review: Perform RFI / RFP process utilizing extensive knowledge and database of questions. Accelerated review of third party clearing options in the market including existing clearing arrangements to enable decision making and signoff based on client selection.
 
—Direct Clearing Review: Assessment of direct clearing house options with detailed review of current and future options.

—SEF Execution: Review current market solutions, developments in the space and address considerations for your organization  of where and how to best execute business.

—CCP Interfacing Solution Analysis: Look at connectivity and determine the strategy for maintaining links to CCPs, SEFs, Utilities, Build vs. Buy.

—Collateral Review: Review current CSAs and clearing house CCP margin requirements looking at haircuts and eligible collateral. Assess the impact to your organization and the best path moving forwards.

 
Implementation 


—Implementation: Dependant on the analysis and your business there are a broad range of implementation topics including that of clearing houses, third party clearing, utilities / middleware / vendor systems / operating platforms

Post Implementation 



—Portfolio Analysis: Model current portfolio, products and future trading for optimal allocation of capital based on cross margining, netting, back-loading etc.

—Backloading: The process to backload deals that have been identified as beneficial to be cleared and offset with existing and new business in the cleared environment.

—Portfolio Compression: Procedure for reducing notional values and eliminating trades while also managing counterparty exposures while releasing capital for redeployment.

—Recouponing: Process to standardize credit trades in order to clear. This would convert existing credit trades into fixed coupons