Portfolio Wind-Down & Capital Charge Optimisation

Client Type: Global Investment Bank
Sector: Non-Core Markets
Location: APAC

Challenge:
Urgent exit from legacy derivative and securities portfolios under regulatory pressure, balancing capital, risk, governance, and operational constraints.

Solution:
Led the design and execution of large-scale unwind strategies – including novations, portfolio compressions, restructures, and asset disposals – to accelerate exit and optimise capital use.

Result:

  • Removed 100,000+ derivative positions across APAC
  • Cut Risk Weight Assets (RWA) by GBP 2 billion
  • Generated GBP 20 million annual P&L via in-house Solutions Structuring

Value Delivered:
Accelerated de-risking, superior capital efficiency, avoided write-downs, and enabled the closure of non-core APAC entities.

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