Retail Business Plan Terms of Reference - National Housing ...

Application of various limits and instruments in terms ofTreasury Policy (monitoring, alerts, breaches).Standard instrument coverage.Standard settlement instructions.Scenario planning and monitoring of trade positions.Risk Management : managing interest rate risk, liquidityrisk and capital adequacy risk.Gap Analysis, which should include modified gapanalysis, duration gap analysis, value at risk andsimulation.Interest rate sensitivity Matrix, valuating and analysis ofmismatches in the interest rate sensitive asset andliabilities.Back office functionalityo Inter account transfer instructiono Deal confirmationo Settlement instructiono Creation of payment file to banko Messaging capability, multimedia e.g. faxingGeneration of accounting entries.IFRS compliant.Interface with Reuters.Interface with Electronic Banking Platforms.Interface with Accounting System.Management InformationRecognise hierarchical structure for consolidationDealer position reportsProfit and loss reportsRisk management reportsAnalysis reportingFlexibility of pre-packaged reportsReport writer functionality to facilitate customised reportsAbility for user to define reporting aggregationDrill down to the detail supporting any displayed resultsCapability to be export reports to excel, pdf and otheraccounting systems.System operations Scheduling according to trigger such as time and event Event logging Print queue management Archiving and backup of informationPage 6 of 15