• LEADING THE FIELD IN TREASURY

    LEADING THE FIELD IN TREASURY

South East Asian Bank

Challenge

To develop a framework to deal with the recent price volatility in the financial markets.

Solution

  • 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.