CBS-6 Treasury and Capital Markets Operations
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Scenario testing within the context of operational resilience assesses the capacity of Metrobank’s Treasury and Capital Markets Operations to withstand, adapt to, and recover from extreme but plausible disruptive events.
This methodology simulates adverse market conditions, technology failures, cyber events, and third-party disruptions to validate the robustness of controls, response protocols, and business continuity capabilities.
For a financial institution operating within volatile markets and technology-enabled platforms, scenario testing serves as a structured stress-validation mechanism, ensuring that operational workflows, risk controls, liquidity management structures, and regulatory reporting remain functional under duress.
The following table articulates recommended scenario testing themes mapped to each sub-CBS, incorporating cyber and ICT risk elements and specifying evidentiary benchmarks for proactive risk management actions.
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Table P6: Perform Scenario Testing for CBS-6
|
Sub-CBS Code |
Sub-CBS |
Recommended Scenario Test Themes |
Integration of Cyber and ICT Risks |
Evidence of Proactive Risk Management Action |
|
6.1 |
Liquidity and Cash Management |
Sudden liquidity stress; payment system outage; market-wide liquidity freeze |
Cyber-induced SWIFT outage; digital payment disruption |
Documented liquidity stress simulations; emergency liquidity playbooks; SWIFT cyber-resilience drills |
|
6.2 |
Money Market Operations |
Systemic interest-rate shock; interbank lending freeze |
Trading platform compromise; data feed disruption |
Recorded MM stress models; alternative pricing sources tested; cyber tabletop reports |
|
6.3 |
FX Trading and Settlement |
FX market volatility spikes; settlement counterparty default |
FX dealing terminal breach; FX settlement system malware |
FX trade failover logs; dual-settlement route validation; cybersecurity incident reports |
|
6.4 |
Fixed Income and Securities Trading |
Sovereign rating downgrade shock; market liquidity freeze |
OMS/EMS cyber disruption; government securities pricing feed attack |
Stress-pricing reports; trade rerouting evidence; market data failover test artifacts |
|
6.5 |
Derivatives Trading and Risk Management |
Extreme margin calls; collateral calls spike; clearing-house disruption |
CCP connectivity attack; risk engine data corruption |
Derivative stress results, collateral call drill records, and cyber breach simulation logs |
|
6.6 |
Treasury Operations and Back-Office Support |
Trade confirmation backlog surge; settlement cycle disruption |
Core processing system ransomware; reconciliation tool downtime |
Settlement backlog metrics; manual workaround testing; BCP activation logs |
|
6.7 |
Collateral and Margin Management |
Collateral shortfall; margin squeeze; rapid collateral repricing |
Margin system breach affecting collateral data integrity |
Stress-collateral reports; manual collateral ledger tests; cyber-forensics response documentation |
|
6.8 |
Treasury Risk Monitoring and Compliance |
Regulatory reporting disruption; risk-limit breaches |
Risk: MIS system compromise; compliance monitoring system outage |
Regulatory stress templates; manual MIS distribution evidence; cyber drill testing records |
|
6.9 |
Investment Portfolio Management |
Large mark-to-market losses; portfolio value impairment shock |
Portfolio system tampering; analytics model cyber compromise |
Mark-to-market stress reports; independent valuation audits; cyber alert logs |
|
6.10 |
Market Data and Pricing Support |
Price feed outage; erroneous pricing data cascade |
Data vendor breach; distributed denial-of-service on pricing systems |
Market data failover test results; alternate data source logs; cybersecurity response records |
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Scenario testing for Metrobank’s Treasury and Capital Markets Operations functions as a structured resilience validation mechanism to demonstrate the bank’s preparedness against multifaceted disruptions.
These exercises confirm that Treasury can preserve market integrity, fulfil settlement obligations, safeguard client and proprietary assets, and maintain regulatory compliance even under extreme stress.
By embedding cyber and ICT systemic-risk dimensions, the bank ensures comprehensive risk coverage across market, liquidity, operational, and technology domains.
Evidencing proactive response capabilities reinforces supervisory expectations and demonstrates Metrobank’s commitment to a continuously strengthened operational resilience posture.
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Gain Competency: For organisations looking to accelerate their journey, BCM Institute’s training and certification programs, including the OR-5000 Operational Resilience Expert Implementer course, provide in-depth insights and practical toolkits for effectively embedding this model.
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