Improver

Ramnik A.

Director in Structured Solutions Business

London, England

Derivatives and Structured Finance professional focused on structuring and advising on derivative and debt packages to optimise the efficiency of solutions tailored to the business needs of clients.

Recent experience within the financial services regulatory environment focused on the treatment of securitisations achieving capital relief and development of regulatory approaches to prudent valuation and capitalisation of structured financing solutions in general.

Specialties: Derivatives Structuring:
- Balance guaranteed swaps (interest rate & cross currency)
- Inflation swaps
- reverse mortgage hybrid interest rate
- mortality/longevity swaps
- event contingent swaps

Securitisation Structuring:
- RMBS / CMBS / CLO / WBS
- Transaction document review and execution
- Resi mortgage portfolio and Cash flow modelling
- Deterministic and Stochastic scenario analysis for capital structure trancing
-Transaction roadshow and investor marketing across US and Europe

Regulatory Capital :
- Treatment of CVA and DVA hedging activity
- Collateralised borrowing
- Collateral Upgrade Swaps and Liquidity Swaps
- Significant Risk Transfer analysis
- Connected counterparties & LE regime

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Experience:

• Director - Structured Solutions Business (MUFG Securities)
• Technical Specialist (Financial Services Authority)
• Director (Deloitte UK)
• Senior Technical Specialist (Bank of England)
• Principal - Head of Structured Derivative Solutions (Bank of America)
• Manager (Bank of England)
• Senior Manager - Structural Funding and Securitisation Policy (Bank of England)

Skills: