Asset & Wealth Management
In the field of Asset & Wealth Management, we support you in realigning your strategy, digitizing processes, and efficiently implementing regulatory requirements. With deep industry knowledge and tailored solutions, we deliver sustainable impact and measurable results. As a partner at eye level, we shape your future together – with expertise, practical relevance, and a clear focus.
Business Transformation
We provide holistic process management for your business transformation, ensuring to increase efficiency and save costs. We work closely with clients while undergoing business analysis, design, execution, and monitoring, resulting in transformational results for your business strategy.
Agility
Enable process insights and improve business agility, supporting organizations to respond to competitive opportunities.
Transform
Scale existing business target operating models.
Expert knowledge
Extensive experience with launching new products and sales, trading and execution applications.
Client focused
Project management adapted to a variety of delivery approaches, including traditional, agile and hybrid combinations.
Digital Transformation
We offer end-to-end digital product transformation, from product strategy development to conceptualization and implementation. We embrace business model changes by identifying, capturing and developing new digital opportunities in wealth and asset management, as well as capital markets.
Launch new digital products
- Product (co-) ownership for launching new digital products and front-end applications.
- Product (co-) ownership and delivery responsibility for innovative digital products within the financial service industry.
- Assess viability, feasibility, and desirability of new digital ventures.
- Manage digital projects and programmes across all divisions and client segmentations.
- Business analysis and requirements engineering.
Transform and scale existing digital products
- Transform and scale from regional to global.
- Architect digital products based on financial regulatory know-how and software expertise.
- Review product solution and compare end-user value to industry wide best practices.
- Test usability of existing product solutions.
- Provide recommendations based on financial industry standards.
Risk services
At LPA, we support you with various aspects of risk management, ranging from strategy and model development to regulatory requirements.
Risk management is a core functionality for all financial institutions. While some risks are well-defined and regulatory driven, others surface unexpectedly. This is due to dynamic technical and business environments, where various risks, including cyber risk, for example are developing rapidly. Financial institutions are therefore required to be adequately equipped to better identify risk, navigate new risk, and evaluate how risk can be best managed on a company-wide basis.
Our risk and portfolio engines measure and quantify different risks and can sustainably insource your current risk functions. We remain at the forefront of innovative risk management through building and implementing Standard or AI-driven models, new risk approaches, and more.
We cover the entire spectrum of risk support. In recent years, we have focused on the following regulatory, quantitative, and qualitative topics.
Risk services
- Digital risk transformation (24/7 lombard loan modelling)
- Risk change (Basel 4)
- Strategic risk management
- Risk culture and governance
- Capital management, optimization, and planning
Risk services
- Market risk (FRTB-SA, FRTB-IMA, IRRBB, FX risk and automated FX hedging)
- Interest rate risks (IBOR reform)
- Credit risk (risk change, capital management, SA-CCR, CVA, CXA, model enhancements, AI model upgrade)
- Operational risk (resilience, data management, governance, standard approaches)
- Liquidity risk (LCR, NSFR, or ILAAP)
- Enterprise risk management (aggregation, integration, and allocations)
Risk services
- ESG risk management (reporting, gap analysis)
- Model validations and development
- Independent pricing services (linear and non-linear products for over 70 derivatives)
- Clearing and collateral reforms
ESG
We strive to help businesses navigate the complex world of environmental, social, and governance (ESG) practices. Our goal is to help you identify and mitigate ESG risk, while creating opportunities for growth and differentiation.
Meeting the unique needs of your business is our priority, whether you are just starting out or have already implemented ESG practices.
Our end-to-end service provides you with solutions for risk, regulation, derivatives, treasury, and trade and export finance.
ESG Regulation
ESG compliance including guiding principles, regulatory initiatives, and standards.
ESG Risk
ESG risk including risk impact assessment, readiness checks, ESG data solutions, and new product integration.
ESG Derivatives
ESG-linked derivatives development including solutions for avoidance, reduction, and compensation of carbon emissions.
ESG Treasury Services
ESG strategy development benchmarking ESG performance, and improving treasury policies and processes.
Trade & Export Finance
ESG trade and export finance strategies assessments, ESG or green product design, processes optimization, and business architecture and data solutions development.
Advanced Analytics & AI
Artificial Intelligence (AI) is revolutionizing asset and wealth management.
At LPA, we are industry leaders in implementing AI in technology trading execution, portfolio construction, risk management and asset pricing by developing, integrating, and adapting our services to client needs.
Reinforcement learning for optimal execution
The implementation of an algorithmic trading wheel allows traders to determine the best possible trading venues, brokers and execution algorithms in the context of pre-trade (order routing) and post-trade analysis (performance and best execution).
Clustering and classification for post-trade analysis
We have extensive experience in transaction cost analysis and can build an infrastructure for evaluating execution outliers while benchmarking trader and strategy performance.
Deep learning for asset allocation
A fundamental challenge in asset allocation is to dynamically account for sophisticated constraints following investor preferences. At LPA, we address this challenge through neural networks, resulting in robust diversification.
Hierarchical clustering for portfolio optimization
Our team has developed software and extensive knowledge on how to maximise the risk-return of an investment portfolio, while minimizing concentration risk and high turnover due to the instability in convex optimization.
Generative adversarial networks for tail risk estimation
The ability to accurately estimate market risk highly depends on the quality and quantity of data used in the calibration of risk models. By using synthetic data generated through adversarial networks we accomplish substantial improvements in tail risk estimation.
Support vector machines for credit risk assessments
We apply the latest techniques in supervised learning to credit risk and likelihood of default. Furthermore, we have developed a methodology to accurately aggregate different sources of risk, such as market risk, credit risk and liquidity risk.
Supervised and unsupervised learning for price forecasting
We use our background in quantitative trading to design and advise on investment strategies. We apply advanced statistical analysis and machine learning to identify momentum and mean-reversion in the market.
Artificial networks for risk neutral pricing
We combine our knowledge in financial derivatives and artificial intelligence to provide precise pricing of exotic derivatives, improving Monte Carlo estimates for pricing path-dependent options, basket options, and interest rate swaps, among others.
Trading Execution with Artificial Intelligence
The introduction of quantitative models and machine learning algorithms in trading execution can substantially enhance profits and reduce risks. This new approach to order placement and routing benefits from the latest developments in Reinforcement Learning in order to appropriately benchmark trading performance and advice traders and portfolio managers.
Get in contact
Want to know more about our Consulting Services? Then simply contact us. Our team of experts will be happy to help you and look forward to hearing from you.