Our servies

Treasury services

We advise on structure and set up of bank treasury departments, FX and Money Market operations, Valuation and Accounting of Treasury Products.

Financial Markets and Risk Management

We can assist with setting up trading desks and required infrastructure. We are able to provide methodology for pricing and valuing different financial market products. We are ready to help manage market and counterparty risk. We can develop custom software for your organization based on QuantLib open source library.

Asset and Liability Management

We can assist with effectively managing your organization’s balance sheet, reviewing and advising on interest rate risk management in banking book and Improving liquidity management

Debt Capital Markets

We can help obtain financing from International Financial Institutions. We are ready to advice on structuring Capital Markets financing transactions.

Financial Projects completed successfully

LT Finconsulting has completed projects in various fields which have improved business for our customers

TBC Bank fixed income trading system

TBC Bank decided to upgrade its fixed income trading system to have more analytical insight into the outstanding positions. LT Consulting advised to use QuantLib financial library in the system and provided all the calculation coding in Python. The bank is now able to calculate market value and profit & loss of fixed income securities daily, based on different interest rate curves.

Treasury department review

LT Consulting provided treasury department’s operations review for a small Georgian bank. The bank was encountering a high volatility in the treasury profit and loss calculations and was very eager to stabilize it. During the analysis, it was identified that some of the FX derivatives’ valuation could have been improved. The bank has changed the valuation methodology based on LT Consulting advise, which resulted in drastic reduction of the profit and loss volatility.

Matched maturity fund transfer pricing

LT Consulting was involved into reviewing one of the Georgian bank’s funding and fund transfer pricing procedures. The analysis showed that the bank was using Pool Method for funding cost allocation. We have advised to introduce Matched Maturity Fund Transfer Pricing with the detailed explanation of the benefits of the method.

Subordinated bond prospectus

LT Consulting was invited to write a subordinated bond prospectus for one of the Georgian banks. The bank was preparing to ensure that increased lending activity had been adequately supported by the capital availability. The prospectus was prepared in the required time frame of two months, however the issuance of the bond did not materialize due to significantly increased profitability of the bank.
Need consultation

start improving your business today

Contact us if you have any further questions. We are here to help you out

our company

LT Consulting was founded by Levan Tsutsunava. Levan has worked in international banking for more than 20 years. He has vast experience in trading and risk management.

Levan started his career within market risk management and has led several teams at both ABN AMRO and Royal Bank of Scotland in various locations (Amsterdam, New York & London). After a successful career within risk management, Levan joined ING Bank in Amsterdam as a Senior FX Options trader, before heading the Treasury and Financial Services department at TBC Bank.

Levan Tsutsunava