Accounting and valuation of forex, derivatives, bonds and money market products.
Building controls for treasury related processes
Analysis of profit and loss of the bank attributable to the treasury operations.
Performance reporting of treasury to the management on a regular basis
Reporting and monitoring the Bank?s exposure as per RBI Basel II and Basel III guidelines.
Ensuring treasury US GAAP accounts and Indian GAAP accounts are prepared in accordance with the framework of respective standards.
End user testing of all products in case of system migrations.
Review and clear reconciliations for relevant office accounts (Nostro, Stock, Ledger).
- Preparing various reports like liquidity gap
reports, interest rate sensitivity report, cash flow projections,
liquidity ratios, equity duration report etc. for domestic entities,
IBG branches as well as Banking Subsidiaries.
- Monitoring the adherence to prudential limits as
per the Bank Policy.
- Regulatory reporting to RBI as well as other
regulators in IBG branches and subsidiaries.
- Preparation and submission of BASEL III
- Preparing various disclosures which are part of
notes to accounts of annual report.