Implementation Support

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

MIS Support

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.

Email us at consulting@mecklai.com for more details.