The Financial Engineering Group (FEG) is a team with quantitative and specialist risk management expertise in financial instruments. This team was formed within KPMG's Financial Services Group to keep abreast of the ever changing and exceedingly complex market and regulatory environment.
FEG provides support and advice on all matters related to financial instruments. This includes valuation, accounting, auditing, and the review of operational and market risks of the treasury environments in which clients use financial instruments.
- Audit of corporate treasury and banking capital market divisions and operations;
- Audit / evaluation of market and credit risk functions;
- Valuation and modelling of financial instruments;
- Rates verification and benchmarking of credit spreads;
- Treasury process reviews and re-engineering of operations;
- Feasibility review, implementation and technical advisory assistance for the application of hedge accounting
- Bespoke financial instrument and hedge accounting training for clients
How we can help
- Independent valuations of financial instruments, assessment of yield curves, hedge accounting and option pricing methodologies from a skilled resource with access to market best practice
- Streamlined approach of our external audit teams with relation to audit of financial instrument valuations and related operational processes and controls
- Independent valuation assurance reports in compliance with ISAE 3000 standards
- Treasury process and control re-engineering, helping you to drive quality and efficiencies while still achieving compliance and appropriate risk management
- Design and automation of hedge accounting solutions that reduce income statement volatility and achieve synchronous accounting results when hedging with financial instruments