The Solventis Financial Consulting activities focus on the following specialty areas:
- Collaboration in the design and implementation of policies, procedures and Market Risk control measures.
- Analysis of an institution's Financial Risks (Credit Risk, Interest Rate Risk, Operational Risk, etc.).
- Advice on Basil II which analyses how the regulation of the new Basil Capital Accord (Basil II) affects the entity's operations.
- Support in developing and elaborating Resource Reports and Procedure Manuals.
- Analysis and interpretation of legislation regarding Risk Control issued by the Spanish financial market regulators (Banco de España and CNMV).
- Advice regarding the choice of Risk Control I.T. resources.
Therefore, management control allows to identify, evaluate and anticipate any possible risks affecting an investment portfolio causing such portfolio to stray from the established objectives.
Solventis offers an independent management audit service based on the following aspects:
- Definition of the profitability-risk profile required by the client and an analysis of the level of management adaptation.
- Analysis of the risk assumed.
- Asset valuation.
- Analysis of the diversification level.
- Tracking Error
- Calculation and presentation of the results based on international standards (according to GIPS standards).
Solventis offers the following services in respect with the above:
- Having undertaken a prior study on the structure or the derivate instrument, it is then valued and its sensitivity towards modifications of the parameters that influence its valuation is analysed (sensitivity, Greek matrixes, etc.)
- We provide the inputs and market parameters used for all our valuation processes.
- We jointly and individually analyse and measure the Financial Risks for each structured product or derivative instrument (VaR).
- Preparation of Valuation Procedure Manuals
- Calculate the amount receivable by the CII as guarantee.
- Calculate the value of the underlying on each valuation date for the assumptions of interruption, discontinuity or modification thereof.
- Calculate the option's value at expiry.
- Verify the structure or derivative instrument valuations reported by the counterparties.
Solventis offers a Hedge Effectiveness Test calculation service which includes the following aspects:
- Retrospective Tests.
- Prospective Tests.
- The use of compensation methods, regression analyses or variable reduction analyses.
- Definition and design of Structured Products adapted to the profitability-risk profile of our clients.
- Hedge design.
- Support for the definition process of appropriate commercial policies.
- Optimization of package models and the issuance of structured products.
- Analysis of the costs inherent to the financial activities performed by the client (intermediation, settlement, administration, depository, etc.)
- Preparation of specific proposals for the purpose of optimizing processes and reducing costs.
- Advice on selecting I.T. resources that optimize such processes.
- We design bespoke training courses: valuation of non-fixed income assets, fixed income assets, derivative products, etc.
- We provide "in-house" courses for clients.