Knight Beacon

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

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-retuen 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

$300M

Assets Manageds