Treasury Audits & AssessmentsGet your treasury department & compliances reviewed by experts and see where you can introduce best practices into your operations

treasury-audits-assessments

Treasury Audits to help Clients Assess

  • Efficacy of the Hedging Policy & Decision-Making Process
  • Historical conversion rate analysis
  • Quantification of Market Risk
  • Policy Compliance
  • Best Practices for Treasury Ops
  • Hedge Effectiveness testing
  • Gap Analysis

Assessment of Hedge Accounting Effectiveness

We Assess the Hedge Effectiveness by

  • Categorising hedges as Cashflow and Fair value hedges
  • Running the hedge effectiveness test based on methods like CTM, Dollar offset
  • Generating hedge accounting documents for instruments related to FX hedges and their underlying
treasury-audits-assessments
treasury-audits-assessments

Assessment of Hedge Accounting Effectiveness

We Assess the Hedge Effectiveness by

  • Categorising hedges as Cashflow and Fair value hedges
  • Running the hedge effectiveness test based on methods like CTM, Dollar offset
  • Generating hedge accounting documents for instruments related to FX hedges and their underlying

Would you like to compare your historical FX conversion rates viz a viz inter bank rates?

Based on historical analysis, we help you to identify the additional cost paid over and above the agreed margin by comparing the conversion/ booking rates and interbank market rates.

To avail such analysis Book a Call with us

Are your hedging policies aligned to market dynamics?

We conduct the gap analysis of your existing risk management policy with respect to the prevailing market conditions in order to understand the prudency of the policy to withstand market whipsaw.

To get this analysis Book a Call with us

Interested in tracking compliance of hedging policies already in place?

We help our clients in tracking the compliance of risk management policy viz a viz hedging ratios, ALM, approval and reporting requirement etc.

To know about the compliance performance Book a Call with us

Want to know how vulnerable is your balance sheet to market risks?

Our sensitivity analysis uses scenario analysis to showcase the potential risks your balance sheet faces in case of huge market volatility.

To get his report Book a Call with us

Do you want a hedge effectiveness test on your derivatives?

Hedge effectiveness testing helps to identify ineffective component of derivative and linked exposure for accounting purposes. Our team does the testing for you using various methods.

To get the hedge effectiveness test report Book a Call with us