Consulting Treasury & ALM
Treasury & ALM · Functional Consulting

Treasury & ALM Consulting

Functional domain support, ready-to-use test cases and use cases, FSD/BRD review, and presales support — for teams implementing IRRBB, LCR, NSFR, fund transfer pricing, and ALCO reporting.

90 ALM Test Cases RBI & Basel III Aligned Platform-Agnostic

Functional Support for Treasury & ALM Implementations

We are not an advisory firm. We work alongside your delivery team — providing ready-to-use artifacts and project-based functional consulting so your team doesn't have to build treasury and ALM domain knowledge from scratch.

Ready-to-Use Artifacts

Test cases, use cases, and process flows across FTP, IRRBB, LCR, NSFR, maturity profiling, and ALCO reporting — built for direct use in your UAT and project documentation.

Project-Based Consulting

FSD/BRD domain review, UAT scenario design, gap analysis, and on-call functional support — scoped to your project, billed by retainer, project, or daily rate.

Presales Support

Help responding to treasury and ALM system RFPs with accurate functional content — domain narrative, solution mapping, and scenario coverage for your proposal team.

Treasury & ALM Areas We Cover

Functional coverage across the core measures regulators and ALCO committees require, platform-agnostic across Murex, Oracle OFSA, Temenos, and custom builds.

Fund Transfer Pricing (FTP · India + Global)

Single pool, tenor-banded multiple pool, and matched maturity FTP methods — the three computation approaches that produce different internal rates for the same transaction.

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IRRBB (India + Global)

EVE sensitivity under the Basel III six-scenario standardised approach, NII sensitivity, the RBI outlier test (EVE decline exceeding 20% of Tier 1 capital), and yield curve stress scenarios. RBI IRRBB Guidelines 2023 aligned.

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LCR & NSFR (India + Global)

HQLA classification including India-specific SLR securities treatment, net cash outflow computation, and NSFR available/required stable funding. Basel III and RBI liquidity framework aligned.

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Maturity Profiling & ALCO Reporting (India + Global)

Behavioural and contractual maturity bucketing, structural liquidity statements, and ALCO reporting packs aligned to RBI ALM Guidelines and FIMMDA valuation norms.

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Where Treasury & ALM Implementations Commonly Struggle

Patterns we see repeatedly across treasury and ALM system implementations.

FTP method tested directionally, not computationally

Most UAT plans confirm a rate is assigned, not which of the three FTP methods — single pool, tenor-banded, or matched maturity — actually drove that rate. A system configured for matched maturity that is tested only at the single pool level has not been tested at all.

EVE sensitivity skipped in favour of NII alone

NII sensitivity is more familiar to credit teams and gets tested first. EVE — and the RBI outlier test specifically — is often left out entirely, or tested under a single parallel shock instead of the full Basel III six-scenario set.

India-specific HQLA treatment misconfigured and missed in UAT

SLR securities qualify as Level 1 HQLA under India's LCR framework — a structural advantage not available in most other jurisdictions. A system that defaults to the global Level 2A treatment understates HQLA and shows a falsely depressed LCR, and this misconfiguration passes UAT if the tester does not know the RBI-specific rule.

Engagement Models

Ready-Made Packs

Domain packs available immediately — test cases, use cases, and process flows. No engagement required to get started.

Project-Based Consulting

Fixed scope and fee — FSD review, UAT scenario design, gap analysis for a specific treasury or ALM module or implementation phase.

Monthly Retainer

On-call functional domain support — fixed hours per month, ongoing support throughout your project.

Scope note: Bankly provides project-based functional domain consulting, ready-to-use test cases and use cases, presales support, and IT implementation assistance. We do not provide legal, regulatory, or financial advice. RBI ALM Guidelines, RBI IRRBB Guidelines 2023, and Basel III references are for contextual alignment, not legal or regulatory interpretation. All content is platform-agnostic and illustrative — adapt to your specific system and project context.

Need Treasury & ALM Domain Support?

Start with a free 30-minute discovery call, or get the ALM pack directly.

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We respond within 24 hours · team.bankly@gmail.com  ·  team@banklyconsulting.com

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