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Scope
- Risk review of Cash, commodity and currency segments
- Risk management systems review as per management laid processes and exchange requirements
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Approach
- Study of Risk Management Systems (RMS), manuals and processes with live trading sessions
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Delivery
- Comments on robustness of risk management processes,
- Handling of unauthorized trading
- Flagging of deviations from management approved RMS
- Benchmarking of industry wide good practices
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Value Added
- Identified RMS SOP requirement,
- Automation requirement was emphasized,
- Business Intelligence & Stress testing was recommended
- Disaster Recovery site was proposed
