Alchemy TreasuryOne is an integrated straight-through-processing platform with rich functionality for deal capture, position tracking, risk management and settlement of transactions across all asset classes and instruments. TreasuryOne has been implemented and live at client sites for over a year in Pakistan.
TreasuryOne implements pre-trade checks within a robust paperless workflow across front, middle, and back-office functions. Designed and developed under the guidance of treasury professionals, TreasuryOne increases visibility into treasury activity, reduces trading costs and improves operational efficiency and control.
TreasuryOne Features
Treasury Desk Summary Overview:
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Money Market |
Forex Market |
Equity Market |
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Deals Capture and Pricing |
Deals Capture and Pricing |
Deals Capture and Pricing |
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Limit Management |
Limit Management |
Limit Management |
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Settlement |
Settlement |
Settlement |
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Portfolio Management |
Multiple Revaluation Methodologies |
Portfolio Management |
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CRR/SLR Tracking |
Nostro Management |
Position Keeping and Monitoring |
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Blotter Management |
Blotter Management |
Blotter Management |
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Reports |
Reports |
Reports |
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UQA (Reporting tool for users) |
UQA (Reporting tool for users) |
UQA (Reporting tool for users) |
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SBP MMCRS Integrated |
SBP FXCRS Integrated |
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MISYS Core Banking Integrated |
MISYS Core Banking Integrated |
MISYS Core Banking Integrated |
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STAR Integrated |
STAR Integrated |
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SWIFT Messaging |
SWIFT Messaging |
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Reuters Rates Import |
Reuters Rates Import |
Price Feed Import |
Detailed Features:
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Money Market Front and Middle Office |
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Tickets |
Information Screens |
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Call / Clean |
State Bank Account Blotters Bank level and Treasury level |
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Repo/Reverse Repo |
Maturity Profile (daily) |
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OMO/Discounting |
Maturity Gaps (Long-term and Short-term) |
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Outright Sale/Purchase |
Inventory Book |
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SARR (Sale Against Reverse Repo) |
Inter-Bank Outstanding Deals |
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Inter-branch (TT) |
Inventory Status and tracking |
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Miscellaneous -Withdrawals/Deposits to SBP |
CRR/SCRR metrics tracking |
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Portfolio and deals MTM And revaluation display |
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Profit and Loss Real time display |
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Workflow |
Limits Engine |
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Four Eye principal input and control for tickets |
Ability to Stop ticket on potential limit breach |
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Ticket return, append ability. |
Current Limit Status Screen |
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Tickets approval limits |
Product limits check |
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Ability to cancel tickets before authorization |
Pre trade limits check |
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Ability to cancel tickets after authorization |
Counterparty credit limits |
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Ability to cancel tickets after day-end |
Dealer intraday trading limits |
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Approver/Authorizer limits |
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Brokerage authorization control |
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Audit trail to track and display limits positions |
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Ability for temporary enhancement of limits |
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Others |
Middle office analytics |
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SARR Offset and Monitoring |
VAR – Value at Risk reports |
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Alerts when user logins to system including: |
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Duration and Convexity |
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Money Market Back Office |
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Daily Processes |
Tickets settlement |
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Day Start for Money Market |
Access to Money Market Tickets |
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Branch Balances for State Bank Accounts |
Deal Verification |
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Deal Confirmations for multiple deal ticket types |
Deal Authorization |
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Money Market Monitoring (M3) integrated |
SGL Prints for certain deal types |
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Day End for Money Market |
Ticket Prints for all deal types |
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Price feeds upload (automated) |
OMO/Discounting Documents’ Prints |
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Ability to mark status of confirmations received from counter parties |
Discounting Annexure |
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SWIFT Message (MT 320) |
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Integration with Core banking |
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Workflow |
Accounting Module (GL) |
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Four Eye principal input and control for tickets |
Automated Voucher Generation |
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Ticket return, append ability |
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Tickets approval limits |
Inventory Accounting |
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Ability to cancel tickets before authorization |
Fully detailed Money Market Accounting for all deal types |
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Ability to cancel tickets after authorization |
Day Start/End Accounting |
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Ability to cancel tickets after day-end |
Audit Trail for Activity |
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Export of SoC (accounts) reports: |
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FX Front and Middle Office |
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Tickets |
Information Screens |
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FX Today / Forward / Split |
FX Blotter and Deal Monitor |
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FX Placement & Borrowing |
Impact on MM Blotter and SBP Reports |
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FX Misc (NOSTRO Transfer etc) |
Maturity Profiles |
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FX Swap |
FEEL (Runtime) |
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FX-TMU Import/Export/Remittance |
COP Monitoring and Limits |
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FX-TMU Foreign Bills Purchase |
Nostro monitoring |
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FX-TMU Partial and complete take ups |
Swap Profitability calculator |
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Fx-TMU Closeouts |
Maturity Gaps |
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MTM /Revaluation |
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Profit and Loss Realtime display |
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Workflow |
Limits Engine |
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Four Eye principal input and control for tickets |
Ability to Stop ticket on potential limit breach |
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Ticket return, append ability. |
Current Limit Status Screen |
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Tickets approval limits |
Pre trade limits check |
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Ability to cancel tickets before authorization |
Currency limits |
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Ability to cancel tickets after authorization |
Dealer intraday trading limits |
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Ability to cancel tickets after day-end (in certain cases) |
Approver/Authorizer limits |
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Brokerage authorization control |
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Audit trail to track and display limits positions |
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Ability for temporary enhancement of limits |
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Middle office analytics |
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VAR – Value at Risk reports |
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Incremental VAR |
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Duration and Convexity |
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Instrument pricing calculators |
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FX Back Office |
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Daily Processes |
Tickets settlement |
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Day Start for Forex Market |
Access to FX Tickets |
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FC Asset/liabilities balances |
Deal Verification |
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Deal Confirmations |
Deal Authorization |
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Ticket Prints for all deal types |
SGL Prints for certain deal types |
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Ability to upload Price Feeds for Forex Market (Reval Rates) |
Ticket Prints for all deal types |
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Ability to mark status of confirmations received from counter parties |
OMO/Discounting Documents’ Prints |
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Forex Market Accounting for all deal types |
Discounting Annexure |
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Day End for Forex Market |
SWIFT Message (MT 320) |
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Day End Accounting for Forex Market |
Integration with Core banking |
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SWIFT Messages (MT 202,300,210) |
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Workflow |
Accounting Module (GL) |
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Four Eye principal input and control for tickets |
Automated Voucher Generation |
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Ticket return, append ability |
Daily maturity accounting |
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Tickets approval limits |
Fully detailed FX Accounting for all deal types |
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Ability to cancel tickets before authorization |
Day Start/End Accounting |
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Ability to cancel tickets after authorization |
Audit Trail for Activity |
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Ability to cancel tickets after day-end (in certain cases) |
Export of SoC (accounts) reports |
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Brokerage Accounting Manual voucher entry for GL |
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Equity Front and Middle Office |
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Tickets |
Information Screens |
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Equity Ready |
Equity Blotter |
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Trading Portfolio |
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Investment Portfolio |
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Bonus Shares Portfolio |
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Top 50 Analytics |
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EQ Breach Limits Indication |
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Workflow |
Limits Engine |
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Four Eye principal input and control for tickets |
Ability to Stop ticket on potential limit breach |
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Ticket return, append ability. |
Current Limit Status Screen |
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Tickets approval limits |
Pre trade limits check |
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Ability to cancel tickets before authorization |
Dealer intraday trading limits |
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Ability to cancel tickets after authorization |
Approver/Authorizer limits |
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Ability to cancel tickets after day-end (in certain cases) |
Brokerage authorization control |
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Ability to change the settlement dates of authorized deals (in case of unexpected holidays) |
Audit trail to track and display limits positions |
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Ability for temporary enhancement of limits |
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Equity Back Office |
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Daily Processes |
Tickets settlement |
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Day Start for Equity Market |
Access to Equity Tickets |
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Deal Confirmations |
Deal Verification |
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Ticket Prints for all deal types |
Deal Authorization |
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Ability to upload Price Feeds for Equity Market (Revaluation Rates) |
Ticket Prints for all deal types |
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Ability to mark status of dividends received from counter parties |
Integration with Core banking |
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Equity Market Accounting for all deal types |
Automated Voucher Generation |
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Day End Accounting for Equity Market |
Daily maturity accounting |
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Day End for Equity Market |
Fully detailed Equity Accounting for all deal types |
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Day Start/End Accounting |
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Audit Trail for Activity |
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Workflow |
Accounting Module (GL) |
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Four Eye principal input and control for tickets |
Brokerage Accounting Manual voucher entry for GL |
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Ticket return, append ability |
Manual vouchers for recording of dividends after the Ex-dividend date. |
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Tickets approval limits |
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Ability to cancel tickets before authorization |
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Ability to cancel tickets after authorization |
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Ability to cancel tickets after day-end (in certain cases) |
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Organizational setup and infrastructure |
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Third party integration |
Notification and Alerts Module |
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SBP MMCRS Integrated |
System wide alerts sent to relevant users on screens |
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SBP FXCRS Integrated |
Alerts for instrument maturities, coupons |
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MISYS Core Banking Integrated (MM, FX, EQ Desks) |
Day start/end alerts, pending ticket and voucher notifications |
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STAR Integrated |
Notification for unconfirmed deals |
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SWIFT Messaging Integrated |
Users Setup/Control Custom and flexible User Roles Role-based privileges Page-level User security Audit Trail for each user activity Strong Password checks User Lock/Unlock mechanism User account suspension Password expiry User screen timeout Single login and multiple login checks Full Audit trail of user actions |
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Reuters price feeds upload integrated |
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Workflow
TreasuryOne has a flexible, robust 4 stage workflow in place for tickets (front, middle to back) and a 2 stage workflow for back office GL voucher entries. The workflow also works with middle office components to control limits, pre trade checks and performs user audit to monitor data input.
UQA – Universal Query Analyzer tools
The UQA Tools enable user to query the TreasuryOne database and generate reports on their own based on various inputs, such as date, time, counterparty name, dealer id, instrument type, deal type, etc. In this way, several on demand reports can be designed, named and generated by the users themselves. The UQA tools provide an easy quick way to generate custom reports for audits, users and management requests.
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LIST OF REPORTS |
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Money Market |
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Forex Market |
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Equity Market |
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User Admin |
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