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Treasury Transformation Business Architecture


The requirement was to structure Treasury functional components to facilitate a Treasury transformation in a Tier 1 global bank.

Consideration

  • Organise Treasury operations into end state functional components i.e. produce an end state capability model.
  • This would be used to facilitate a gap analysis and validate end state architecture.
  • The requirement should address emerging regulatory requirements (Basel III impact etc.).

Solution Design

The Treasury functional model was organised into the following deliverable components based on the functional control approach to integrate Treasury interfacing / dependant business units:

  • Capital Management comprising capital planning, intra group limits and capital reporting.
  • Funding comprising unsecured funding and securitisation.
  • Balance Sheet Management comprising net interest income sensitivity and gap modelling, funding and balance sheet planning.
  • Liquidity Management & Reporting comprising liquidity risk, stress testing, behavioural modelling, regulatory and statutory reporting.
  • Transfer Pricing comprising funds transfer pricing.
  • Non-Trading Risk Management comprising interest rate risk, FX and hedge accounting.
  • Limit Management.
  • Reporting & Monitoring comprising internal and external reporting and management information.
  • Policy & Governance comprising treasury policies and procedures, strategy and controls.
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