South East Asian Bank
To develop a framework to deal with the recent price volatility in the financial markets.
- Review of the existing policy as it relates to Treasury activities, in particular, surplus funds management and investment functions
- Gap analysis of the requirements of Hong Kong Monetary Authority (HKMA), Basel Committee, and ‘best practice’ benchmarking against banks with similar surplus funds investment activities
- Developed recommendations to enhance Treasury activities
- Developed an effective framework that is commensurate with its Corporate Strategy, capital resources and risk management infrastructure. The framework incorporated a self-checking mechanism of model stress testing and re-assessment parameters.