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
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
Portfolio Stress Testing
Fixed Income / Forex / Equity / Derivatives
Accounting, Reporting and Compliance
We are committed to solve your most complex and tedious processes and make handling of markets, regulations and compliance a breeze
Comprehensive solution covering widest array of products and asset classes
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.
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).
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.
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)
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.
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 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.
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.
Banks and Financial Institutions are allowed to invest upto 10% of their NDTL in Debt Mutual Funds.
Interbank FD is allowed with certain prudential norms. Our bank rating framework supports risk measurement in bank balance sheet
Commercial Banks and other Financial Institutions are allowed to invest in stocks of large cap listed companies
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.
Setting up the policies and enforcement of the policies through system based approach
Setting up the Middle Office and tracking of all investment related activities, market snapshots, portfolio snapshots to be future ready from any Audit
Creation & Monitoring of all statutory reserves like IFR, IDR and using correct policies for amortization etc.
Making sure all securities are appropriately classified in timely manner and appropriate accounting policies are applied to avoid any penalties from RBI
All statutory reporting like ALM, Structural Liquidity, Dynamic Liquidity, Interest Rate Sensitivity Analysis
Distinct roles for FO/MO/BO with maker checker work flows to ensure compliance and avoid mistakes.
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
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
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.
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