Implementation Support; MIS Development

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

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.
Where required, we may also prepare detailed manuals for Treasury operations, including use of derivatives as an adjunct to our Policy.