As a supplement to Market Risk Management policies, we provide Standard operating Practices, with proforma Management Information System. The services include
- Organisation structure of Treasury with delineation of duties of Front Office and Back Office
- Budgeting process
- Building and updating foreign currency cashflow projections
- Valuation model for FX exposures and derivatives
- Performance evaluation
- Effectiveness testing methods
- Illustrations of permitted derivative instruments
- Model delegation of powers
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The MIS will include
- Model Hedge document
- Formats for Deal Slip and daily position reporting for Front Office / Back Office
- Period-wise reporting of hedged and Unhedged positions with risk quantification
- Monthly / quarterly Reporting to Management Committee / Board
- Inter-departmental information flows, exposure reporting etc.
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