Treasury Analytics
Through our experience in banking risk management, we are well positioned to assist clients in designing of new policies Or review of existing organizational policy framework.
- Creating organization wide policies (eg: Bank Risk policy, Funds & Investments policy, Valuation policy, Risk policy, ALM policy etc.)
- Review organization wide policies mentioned above
- Development and maintenance of model documentation
- Treasury Processes review and optimization
Risk Analytics
We bring domain expertise in risk management and we can help our clients in many ways including:
- Developing a risk management system
- Validation of risk systems
- Configuring modules on enterprise risk systems etc.
Services offered:
- Exposure monitoring
- Regulatory capital models
- Greeks
- Duration/convexity measures
- Illiquidity provisioning
- Risk Modelling
- Configuring real time limits monitoring modules