
What we did
- Engaged with stakeholders in front office and risk management departments to understand the base case and the future state requirements
- Mapped the entire process chain from swap/collateral data gathering and data massaging, to analytics (with people, technology and data requirements)
- Identified gaps and areas of improvement from an investment product, technology bandwidth, and operational perspective
- Benchmarked the investment process against best practice, then assessed and recommended how identified gaps could be resolved
- Recommended to support floating rate swaps within the exposure monitoring solution
- Recommended to enhance risk management solution technical architecture to support more frequent and dynamic generation of analytics
- Recommended to standardise collateral data gathering and management reporting across local investment units
- Recommended to enhance reporting to deliver more frequent and value-added analytics to the central investment oversight team