Sterling helps banks optimise capital, liquidity, portfolio returns and credit profiles — without managing these decisions in silos.
Every balance sheet action assessed for capital, liquidity, profitability and creditworthiness — simultaneously.
An integrated approach. Measurable outcomes. Sustainable value.
AI-enabled across every dimension of the framework
Traditional advice is siloed: capital, funding, portfolio and ratings are optimised in isolation, creating unintended consequences — higher RWAs, weaker liquidity, and deterioration in portfolio quality.
Sterling's Integrated Financial Resilience Framework evaluates every balance sheet action across all dimensions at once, so a gain in one area is never an unnoticed loss in another. That is the difference between activity and resilience. The individual capabilities exist across the market; integrating them under one framework — and delivering through practitioners who have run each function — does not.
See how we apply itSterling models every effect before you act — not after.
Representative results, with the commercial mechanism behind each number.
RWA re-profiling that frees capital for redeployment — creating an annual revenue opportunity of ~$200m–$250m without raising additional equity.
Capital management actions — RWA mitigation, methodology and origination discipline — that improve allocation and support growth.
An optimised portfolio mix driving higher risk-adjusted returns and improved earnings quality.
Better risk pricing and capital allocation — measured as risk-adjusted return on capital rising by c.200bps.
A strengthened standalone credit profile lifting the rating well above sovereign — an exceptionally rare outcome for a financial institution.
A more diversified, stable funding base — reduced depositor concentration and improved liquidity resilience.
Selected outcomes delivered by Sterling's founder, Sridhar Aiyangar, across 30+ years in senior balance-sheet, Treasury and Finance roles at global banks (Bank ABC, Standard Chartered, ANZ and EY). Figures are indicative and anonymised.
Anonymised engagements — situation, intervention and quantified outcome.
Six low-risk balance-sheet levers across capital, funding, liquidity and non-earning assets — no new material risk, all upside.
A ~$40bn regional bank: siloed funding, capital and portfolio, low ROE.
$3B RWA · +200 bps RAROC · 4 notches · −23% concentration →
A global bank with capital tied up in low-return assets.
$10B RWA · $2.5B relief · $200–250m capacity →
Metrics and narrative misaligned with agency methodology.
Stronger standalone credit profile & market access →
Your Treasury, Risk and Finance teams are strong. Big Four and global consultancies are capable. Sterling is different in one way that matters: we treat the balance sheet as a single system, not a set of separate mandates.
Former leaders from global banks and the Big Four — we've seen best practice across many institutions and blend the best of it for yours, not a single bank's playbook.
Capital, liquidity, portfolio, profitability and ratings — evaluated as one system.
Strengthening resilience while creating room for profitable, capital-efficient growth.
Strategic decisions translated into practical frameworks, limits, dashboards and actions.
"When capital is constrained, liquidity is expensive, margins are under pressure and growth is consuming too much RWA, the problem isn't always one metric — it's the balance sheet as a system."
Sridhar Aiyangar — Founder & Managing Director
Former leaders from global banks and the Big Four who have run treasury, risk, strategy and finance at the highest levels.
We can help identify opportunities to enhance financial resilience and strengthen your credit profile. Let's start a conversation.
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