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Treasury Risk Assessment & Recommendations
This retail bank used its treasury to manage interest rate and liquidity risk. The bank's management requested a detailed assessment of the structure, risk and strategy of the treasury together with recommendations for improvements.
This addressed the management structure, market risk, liquidity risk and management, credit exposures and risk, operational risks, instrument use (in particular derivatives), hedging methodologies, regulatory risks, risk reporting, transaction pricing, counterparty relationships and personnel issues.
There were 48 detailed recommendations. As a result of this report an action plan was established in order to undertake the necessary changes and improvements.
Priority was given to risk management, risk reporting, counterparty relationships, legal documentation and senior management reporting.
The bank now retains BCL to act in an oversight capacity with regard to Treasury.
Displaying 1 to 6 of 6 results in total.
26th February 2011
9th January 2011
Getting a fresh look at your treasury can give you a new perspective on the risks you are running and the things that you need to tighten up on. Why wait for the regulator? Here's one client's experience.