Implementation of the Interest Rate Risk in the Banking Book (IRRBB) under the regulations of the Monetary Authority of Singapore (MAS) and the Hong Kong Monetary Authority (HKMA)
Implementation of MAS Market Risk Returns
Implementation of internal interest rate risk metrics including interest rate gap PV01 and non-regulatory Net Interest Income (NII) scenarios
Implementation of Fund Transfer Pricing (FTP)
Implementation of reports adjustments and approval workflow
Implementation of General Ledger pre-reconciliation and post-reconciliation
Moodys implementation expertise for the RCO software with hands on experience in the area of implementation configuration and upgrade of liquidity software solutions.
Assist clients in all the stages of RCO product implementation for the ALM FTP module including the below
Gap analysis and data mapping
Business requirement gathering and confirmation
Specification Documentation and walkthrough with client
Product configuration.
Functional specification of custom functionality
Testing (UAT variance analysis and investigations)