Digital Is The Future
Manual processes, spreadsheeets, and obsolete monolith systems running in silos are bound to get disrupted with progressive bankers riding the digital wave. We ensure that technology brings you at the forefront in competition, being compiant and in sync with regulators and increased process efficiency, profitability and reduced market risk, regulatory risk and business risks
Transforming Treasury
We bring to you the future of treasury in today’s world with an unprecedented Tech. Leverage our deep domain expertise and technology prowess
Fixed Income Research / Decision Support System
Asset Liability Management
Liquidity Management
Portfolio Stress Testing
Fixed Income / Forex / Equity / Derivatives
Accounting, Reporting and Compliance
Key Value Propositions
A world class Integrated Treasury System
We are committed to solve your most complex and tedious processes and make handling of markets, regulations and compliance a breeze
Knight Beacon : Key Features
1.
Dashboard
Key highlights of portfolio, exposures and distribution of yeilds across maturities.
2.
Knight Scan
Deep and interactive portfolio Diagnostic reports, to identy risk-return and liquidity profile of the various portfolios.
3.
Scenario Builder
Perform Scenario Analysis on the portfolio across various possible interest rate movements and net economic impact of buy/sell of securities
4.
Portfolio Optimizer
Create and Solve Constrained Portfolio Optimization problem to maximize returns while managing all sorts of risk and quality.
5.
Market Research
Cutting Edge Market Research for SLR, Non SLR portfolios to keep you ahead of the market
6.
Intra day portfolio
Industry leading product with Market Realtime Dashboard and intraday MTM valuation capabilities for HFT/AFS Portfolio
7.
Technical Studies
Interactive charts with capabilities to plot charts on daily or intraday frequencies along with various technical indicators overlay
8.
Auctions / OMO
Stay ahead of the participants with precise bids in G Sec/SDL Auctions with industry leading research
9.
Trading Insights
AI / Quant Based algorithmic trading insights and levels, chart based alerts, news sentiment analysis Intelligent Yield Curve Positioning Drag n Drop Strategy Building & Back testing
10.
Macro Economic Events
Forget Bloomberg / Reuters and other expensive terminals for Macro economic events as well as historical data
1.
Pre Trade / What If Analysis
Run a Pre trade analysis to know in advance, if there is a potential breach of any risk limit or counterparty limit
2.
Modified Duration, PV01, V-a-R Analysis
Run Realtime Mod, PV01 and Value At Risk Analysis, so that risk is always controlled and mitigated
3.
Portfolio Stress Testing
Simulate various interest rate scenarios and test the impact on portfolio and potential IDR required
4.
Portfolio Valuation
No need to upload price feeds. Auto update of HTM, AFS, HFT Portfolios across all asset classes including corporate bonds
5.
Risk Based Alerts
System can trigger various Risk alerts in advance about interest rate and credit markets. Traders can exit / adjust their positions accordingly
6.
Color coded Risk Zones
Define Risk policy and enforce risk policy through system based approach with auto disable trading activities on certain risk limit breaches
1.
Ledger / Accounting Policies Setup
Flexible ways of setting up ledgers and smart accounting policies to handle all scenarios with need to have customization in code
2.
Pre-EOD / EOD / BOD Rules
Extensive and customizable list of tasks to be performed at Pre EOD, EOD and BOD
3.
Comprehensive + Accurate Accounting
Comprehensive accounting at security and classification level. Accurate accounting with rigorous testing across various scenarios
4.
Trial Balance
Trial Balance are updated with Daily EOD, to ensure trial balance is matching and can be updated to CBS as well on EOD. Manual JV is also supported
5.
Quick Migration
Quick migration in less than a week, being again a USP for our platform vs competition taking 3 months to 12 months for migration & implementation
6.
Several Reports
Several customizable reports are available for consumption. HTML, PDF, XLS formats are supported
Products Supported
Comprehensive solution covering widest array of products and asset classes
G-sec
Securities issued by central bank (RBI) on behalf of the central government. These securities pay interest payment at intervals and repayment of principal at the maturity. These securities are sovereign rated and carry interest rate risk.
SDL
Securities issued by central bank (RBI) on behalf of the State Governments, these are also mostly rated sovereign and qualify for SLR. The risk weights assigned to the investments in SDLs is zero for the calculation of CRAR under the Basel III. They are also eligible as collaterals for borrowing through market repo as well as borrowing under the Liquidity Adjustment Facility (LAF).
T-bill
Securities issued by central bank (RBI) on behalf of Central Government. Treasury bills are zero coupon securities and pay no interest. They are issued at a discount and redeemed at the face value at maturity.
Repo & Reverse-Repo
An instrument for borrowing (lending) funds by selling (purchasing) securities with an agreement to repurchase (resell) the securities on a mutually agreed future date at an agreed price which includes interest for the funds borrowed (lent)
Marginal Standing Facility (MSF)
A facility introduced by the RBI in its monetary policy for 2011-12, under which banks could borrow funds from RBI at a rate which is 1% above the repo rate under the liquidity adjustment facility against pledging government securities. The MSF rate is pegged 100 basis points or a percentage point above the repo rate.
TREPS
Triparty Repo i.e. TREPS facilitates borrowing and lending of funds, in Triparty Repo arrangement. CCIL is the Central Counterparty to all trades from TREPS and also performs the role and responsibilities of Triparty Repo Agent, in terms of Repurchase Transactions (Repo). Reserve requirements for Triparty Repo borrowing similar to borrowing in market repo and no CRR is required to be maintained.
CROMS
CROMS facilitates dealing in two kinds of repos viz. Basket Repo and Special Repo, which is the conventional repo for T+0 and/or T+1 settlement. In Basket Repo, the lender is assured of delivery of a liquid security from amongst the cluster of securities forming part of a specific basket, obviating the need for pre-specifying a security while initiating a repo order.
LAF
A facility designed by the RBI to mop up excess liquidity or supply liquidity to the banking system on a daily basis through repo / reverse repo auctions. Thus, if the market is surplus in funds, the RBI will attract more reverse repos. When the market is liquidity – short, LAFs will attract more repos.
MF
Banks and Financial Institutions are allowed to invest upto 10% of their NDTL in Debt Mutual Funds.
FD
Interbank FD is allowed with certain prudential norms. Our bank rating framework supports risk measurement in bank balance sheet
Equity
Commercial Banks and other Financial Institutions are allowed to invest in stocks of large cap listed companies
FX
Commercial Banks / UCBs / SFBs with Authorised Dealer license from RBI can participate in FX markets. Inter-bank FX market - Spot, Swap, forwards and futures are also supported.
Regulatory Compliance
Investment Policy, Risk Policy
Setting up the policies and enforcement of the policies through system based approach
Risk Based Internal Audit
Setting up the Middle Office and tracking of all investment related activities, market snapshots, portfolio snapshots to be future ready from any Audit
Amortization, Depreciation, IFR/IDR
Creation & Monitoring of all statutory reserves like IFR, IDR and using correct policies for amortization etc.
Security Classification Norms
Making sure all securities are appropriately classified in timely manner and appropriate accounting policies are applied to avoid any penalties from RBI
RBI Reporting
All statutory reporting like ALM, Structural Liquidity, Dynamic Liquidity, Interest Rate Sensitivity Analysis
User Roles: Maker / Checker
Distinct roles for FO/MO/BO with maker checker work flows to ensure compliance and avoid mistakes.
Prudential Norms & Audit Requirements
Making sure all RBI prescribed prudent norms are followed correctly in regards to counter party exposures and risk management guidelines, including monitoring of V a R and PV01 from audit perspective as well as tamper proof deal slips records in digital form
Asset Liability Management
Matching Assets (inflows) with Liabilities (outflows)
Manage Compliance and Reporting related to ALM Gap Analysis, Structured Liquidity Statement, Rate Sensitivity Analysis etc.
Maximizing yield by optimum allocation across the yield curve, while meeting all the constraints of liquidity
Transaction and Scale
Knight Beacon is robust and feature rich Treasury Management Solution. We bring to you the future of treasury in today’s world with an unprecedented Tech. It is impossible to build this platform without the deep expertise in the industry and cutting edge technological implementation.
$3B +
Assets Follow Our Research
120 +
Banks Follow Us
40 +
Paid Clients
$700M
Assets Managed