Lamine Gueye co-founded AlterFinance Partners to bring institutional-grade risk discipline into transaction advisory across West African capital markets. He combines over a decade of regulatory banking expertise, implemented inside Tier 1 European and international financial institutions, with hands-on structuring and execution across project finance, Islamic capital markets, and cross-border investment transactions in West Africa. Representative experience includes participation in 13 advisory and structuring mandates across West Africa.
Institutional Banking Expertise
Lamine has delivered regulatory risk and balance sheet transformation programmes for major financial institutions across Europe and the GCC, covering:
- —Basel III / IV capital frameworks (CRR II)
- —IFRS 9 Expected Credit Loss models
- —ICAAP and ILAAP frameworks
- —IRRBB (interest rate risk in the banking book)
- —Liquidity risk — LCR and NSFR implementation
- —Recovery and resolution planning (RRP)
- —Pillar III disclosure and regulatory reporting
Institutions include: ING Bank, KBC, European Investment Bank, Bank Al Bilad, Rabobank, AXA, Crédit Agricole, BPCE, BSI (Lugano), and Edmond de Rothschild.
Transaction Advisory
Lamine has structured and advised on 13 mandates across Islamic capital markets, project finance, M&A, and credit analysis in West Africa. Selected transactions:
First-of-type hybrid Ijara/Mudaraba/Wakala Sukuk for a vertically integrated agro-industrial platform. Challenged third-party valuation; designed phased financing with IFC-aligned ESG covenants; structured AMF/BCEAO/AAOIFI regulatory framework and institutional syndication strategy.
Four-workstream DD methodology for a major international holding company entering the Senegalese hydrocarbon sector. DCF valuation framework and 4-category risk matrix covering financial position, revenue validation, liquidity, and operational/geopolitical risk.
Financial modelling and debt restructuring for floating LNG regasification infrastructure supporting 120MW generation. 5-year model (DSCR, LLCR, CFADS); identified LLCR declining to 0.55x; designed cash sweep mechanism stabilising DSCR to 1.2x–1.5x band and eliminating equity injection trigger.
Three-scenario sovereign stress test following Senegal downgrade. Identified CET1 at 4.62%, 12bps above the regulatory minimum, reflecting constrained capital capacity, NSFR at 85.8%, and RWA growing faster than own funds. Recommended RRP activation. Analysis validated by institutional capital markets team.
Advised on repatriation of excess cash in the context of an acquisition. Demonstrated cash position outside RWA perimeter; structured three capital reduction mechanisms. Outcome: buyer accepted recommended terms.
Investment Philosophy
His approach integrates regulatory-grade risk discipline with transaction execution, enabling investment decisions to be assessed with the same rigour applied inside regulated financial institutions. This dual perspective, banking risk combined with deal execution, supports DFIs, sponsors, and investment committees in structuring transactions that are both financially robust and institutionally bankable.
He has issued formal no-go recommendations on transactions where structural risks were not adequately mitigated, reflecting an independent advisory standard rather than a mandate-driven one.
Education
Master's in Risk & Asset Management — Université Paris-Saclay, 2014
Master's in Economic & Financial Engineering — Université de Rennes I, 2013
Qualifications
- —CFA Level II Candidate (Level I — Pass)
- —Financial Modeling & Valuation Analyst (FMVA)
- —Islamic Finance Qualification (IFQ)
- —Certified Anti-Money Laundering Specialist (CAMS)
- —Project Management Professional (PMP)
Languages
English · French · Wolof