WWW.SONA.WORLD PLATFORM PROVIDES BUSINESS ADVICE AND HELPS COMPANIES MANAGE THEIR BUSINESS RISKS BY OFFERING SERVICES IN THE AREAS OF INTERNATIONAL TRADE AND BARTER; FINANCING PROJECTS WITH ITS OWN CAPITAL; AND/OR ACTING AS AN INVESTMENT BANKER FOR CORPORATE STRATEGIC PARTNERS, PRIVATE INVESTORS, FAMILY TRUSTS, AND OTHER FINANCIAL INSTITUTIONS. WWW.SONA.WORLD SPECIALIZES IN HIGH LEVEL BANKING AND TREASURY FUNCTIONS INCLUDING PORTFOLIO CARE-TAKING. WWW.SONA.WORLD ALSO PROVIDES BUSINESS CONSULTING SERVICES IN THE AREAS OF MANAGEMENT CONSULTING AND BUSINESS DEVELOPMENT, MEGA PROJECTS, STATE OWNED ENTERPRISES, PRIVATIZATION. RESTRUCTURING, STRATEGIC ALLIANCE JOINT VENTURE PARTNERSHIPS, INTERNATIONAL LEGAL SERVICES, INTERNATIONAL TAX AND ACCOUNTING SERVICES, INTERNATIONAL INVESTMENT AND PROJECT FINANCING, IMMIGRATION, TECHNOLOGY TRANSFER, TURNKEY MANUFACTURING OPERATIONS, INTERNATIONAL BANKING CORRESPONDING SERVICES, FINANCIAL TECHNOLOGY, CLEARINGHOUSE INTER-BANK PAYMENT SYSTEMS, MARKETING, SALES AND DISTRIBUTIONS, REAL ESTATE AND CONSTRUCTION AND A VARIETY OF MEGA-PROJECT DEVELOPMENTS FROM INCEPTION TO CONCLUSION.

PPP Desk includes United States, London, Tel Aviv, Luxembourg, Budapest, Liechtenstein, Frankfurt, Finland, Scotland, Australia, New Zealand, Singapore, Mumbai, Hong Kong, Moscow, Panama, OPEC Regions . Portfolio consists of Zero Coupon Bonds, Corporate Bonds, Currencies, Equities, High Frequency Positions, Municipal Securities, Medium Term Notes, Long Term Notes, Non Convertible Debentures, Bank Guarantees, Letter of Credit, Stand by Letter of Credit, Banker Acceptance Confirmations, Certificate of Deposit, Discounting Credit Lines, Server to Server Trades, Repurchase Securities, Reverse Repo Securities, MT4/MT5/FX4, Land, Buildings, Real Estate, Physical Assets, United States Treasuries, T-Strips, Commodities, Interest Rate Swaps, Commercial Paper, Bonds, Mutual Funds, Credit Linked Notes, Equity Linked Notes, Structured Finance Derivatives, Forward Rate Agreements, Contract for Difference Transfers, Index Traded Funds, Exchange Traded Funds, Credit Valuation Adjustments, Debit Valuation Adjustments, Margin Valuation Adjustments, Capital Valuation Adjustments, Collateralized Valuation Adjustments, etc.  We believe in utmost ethical, transparent practices for Screening & Placement. We do support and endorse complete flow of information during any prospective placement. We do not deal with unrecognized parties who hide behind a screen. Most of the business is done in person face to face. We do not negotiate with Reps/ Brokers/ Intermediaries/ Consultants. We support involvement of attorneys and fiduciaries to lead communication. 

Bond Desk includes Structured Derivatives such as Assets, Swaps, Basis Swaps, Basket Default Swaps, Bespoke, Call Bond Portfolio, Put Bond Portfolio, CDS Basis Trades, Credit Default Swaps, Credit Linked Notes, Equity Linked Notes, First Till Default Arrangements, Principal Protected Securities, SwapOptions, Receiver Default SwapOptions, Libor Floaters, Reverse Libor Floaters, Trigger CDS, using Internal Risk Based Methodologies of Transition Matrices, Mark to Market, and Duration Models. We also have experience in establishing Special Purpose Entity having underlying Pool of Assets to use via Thomson Reuters, Bloomberg, Meta Trader 4, Order Execution Management Systems. Our Models include Conditional Models, Discounted Cash Flow Approaches, Neutral Validation Approaches, Mean/SD, and Unconditional Approaches based on the Underlying. This for Foreign Directs, Foreign Portfolios, Qualified Institutions, Participatory Notes and other qualified clients. Mark to Market, Mark to Matrix, Mark to Model, Mark to Margin utilize Bond Options, Exchange Traded Interest Rate Bonds, Hard Call, Hard Put, Convertibles, Spread Sensitivity Swaps, Original Issue Discount Securities, Corporate Bonds, Treasury Bills, and Cash. We also support T-Bills Series 91D, 182D, 275D, 365D. Utilizing a variety of Pass Through Certificates, Off Balance Sheet Securitization, Mismatches, ETFs, Convertible Clauses, Convertible Debt Products, Contingent Securities, we assist clients to produce Real Duration Bond Programs, Effective Duration Bond Programs, and further Inflation Linked Bonds. We support Adjustable Rate Securities, Variable Rate Securities, Inverse Floaters, Reverse Floaters, Range Notes, Step Up Notes, Staircase Notes, Floating Rate Securities, Sinking Fund Provisions, General Obligations Bonds, Revenue Linked Bonds, and many other Structured Derivatives. 

Audits Desk includes Risk Management Frameworks such as Committee of Sponsoring Organizations (COSO), COBIT 5, NIST, Sarbanes Oxley Act, Turnbull Guidance, TOGAF 9 Framework, SABSA Framework, Own Risk Solvency Assessments, SSAE 16, SOC Reporting, Internal Financial Controls including Segregation of Duties, Standard Operating Protocols, Risk Control Matrixes, Cyber Security Audits including SOX 404 IT Process Design, AML Compliance, Data Loss Prevention, Identity Access Management, Industrial Control Systems, Net Stable Funding Ratio Audits, Liquidity Funding Ratio Audits, and Detailed Valuation Adjustments. Legal Process Outsourcing of Fixed Income Instruments documentation like International Swaps and Derivatives Association (ISDA) - Master Service Agreements (MSA), Schedule to Annex (SOA), Risk Disclosures Agreements (RDA), Credit Support Annex (CSA), FINRA, IOSCO, Derivatives Documentation, Collateral Valuation, Tripartite Repurchase Obligation (Repo) documentation, Default Risk documentation and respective LPO related work including Embedded Derivatives, Fair Value Liabilities, Input Techniques, and Balance Sheet Engineering. 

Exotics Desk deals in Asset Backed Securitization, Synthetic Securitization, Commercial & Residential Mortgage Backed Securities, Collateralized Instruments including Debt, Bond, Loan, Corporate Obligations, Credit Default Swaps, Total Return Swaps, Credit Spread Call/Put Options, Range Forwards, Hedging of Structured Derivatives and many other Risk Transfer Instruments. Exotics also Include Yield Enhancement Products, Participation Products, Leverage Products, Exchangeable Knock Outs, Barrier Discount, Twin Win Certificates, Tracker Certificates, Express Certificates, Bermudan Swaps, Extendible Swaps, Performance Swaps, Principal Hedging, Coupon Hedging, Cross Currency Hedging, Rollover Hedging, Yield Curve Hedging, Phillips Curve Hedging. Mark to Market, Mark to Matrix, Mark to Model, Mark to Margin Include Probability of Default, Exposure at Default, Loss Given Default, Value at Risk, Conditional Value at Risk, Cash Flow Value of Risk, Stressed Value at Risk, Expected Shortfall, etc. Non Deliverable Derivatives Reporting, Spread Sensitivity Swaps, Commodities Derivatives, Principal Protection Notes, Oil Crack Spreads, Daily Leverage Certificates, Basket Swaps, Trigger Swaps. 

Credit Desk includes Extension of Credit, Rollbacks, Leases, Repurchases, and many other Facilities. Interest Rate Risk in Banking Books includes new Basel 3 Standards, matrices such as Gap Measurements, Duration Deltas, Parallel Shocks, Dynamic Simulations. Principal only Swaps, Coupon Only Swaps, and Cross Currency Interest Rate Swaps are the onshore hedging model. Dollarization Swaps and conversion of local currency assets and liabilities with shock scenarios such as Flatteners, Steepeners, Short Rate, Parallel Shock allows systematic Liquidity Coverage Ratio Principles, Net Stable Funding Ratio Principles, Immunization, Tail Risk Hedging, Wrong Way Risk Avoidance, and many other Credit Imperatives when dealing in Assignable, Transferrable, Divisible Credit Instruments including but not limited to Performance, Advance Payment, Bid Bond, Tender Bond, Counter, Direct Pay, Revolving SBLCs or Bank Guarantees. Credit Desk can also conduct Recourse Monetization, Non Recourse Monetization, Approved Payables Monetization, Maturity Monetization, Invoice Monetization, Cross Border Monetization through our MultiLateral Trading Facilities, Organized Trading Facilities and Cash Holdings. 

RegTech Desk includes Alternative Investment Fund Management Directive (AIFMD), Anti Money Laundering Directive (AMLD), Basel III, BCBS 239, Benchmark Regulation, The Comprehensive Capital Analysis & Review (CCAR), Common Reporting (COREP), Capital Reforms Directive IV (CRD IV), Dodd Frank, European Market Infrastructure Regulation (EMIR), The Foreign Account Tax Compliance Act (FATCA) , Swiss Financial Services Act (FIDLEG), Financial Reporting (FINREP), Fundamental review of Trading Book (FRTB), Global Data Prevention Regulation (GDPR), Market Abuse Regulation (MAR), Market Abuse Directive (MAD), Markets in Financial Instrument Directive II (MiFID II), Markets in Financial Instruments Regulation (MiFIR), The National and Information Security (NIS), Securities Financing Transactions Regulations (SFTR), Undertakings for Collective Investments in transferable Securities (UCITS). Regulatory Technologies (RegTech Desk) covers all aspects of Regulatory Technologies like AiFMD, AMLD4, Basel III, BCBS 239, Benchmark Regulation, CCAR, COREP, CRD IV, Dodd Frank (DF), EMIR I, II, FATCA, FINREP, FRTB, GDPR, MAR, MAD, MiFIR, SFTR and last not least PRA 110.

CFO Desk includes full servicing of the Financial Markets, Transaction Support, Budgeting, IFRS Transition, VAT Audits, Hedging Strategies, Corporate Risk Management Policies (RMP), Functional Risk Management Policies (RMP), Business Combinations, Investors Relations (IR). Services of Foreign Exchange (FI), Fixed Income (FI), Interest Rate Swaps (IRS), Hedging Strategies, EPS Neutral Hedging Programs are also included. Variety of Collateral Valuation techniques, Pricing of Derivatives, Securities Valuation, Peer to Peer Repo, Tripartite Repo, Quant Desk, and overseeing all Data Metrics for successful balance sheet operation. In addition, CFO Desk includes creation of a Proprietary Bond Index, Credit Impairment Modeling, Risk Return Macros, Transition Metrics, Hedge Implementation Shortfall Dynamics, Covered Bond Ratings & Enhancements, Negative Forward Carry, Negative Spot Carry, Sovereign Credit Events, Volatility Trading, and others. All forms of Fixed Income Cross Hedging, Overnight Index Swap Hedging, Total Return Analysis, Debt Rollovers, Portfolio Benchmark Analysis, Black Box Approaches, Duration Approaches, and Convexity Driven Approaches are packed inside the CFO / Virtual Treasurer Desk.