Tactical Cash Management
Active cash alternatives seeking incremental yield while preserving same-day to 30-day liquidity depending on mandate specifics. Instruments are selected with attention to settlement and counterparty risk.
Short-term strategies tailored for liquidity and outcome
KRAT offers a suite of short-term investment services built for clients who require disciplined exposure with clear liquidity profiles. Our services combine tactical research, execution oversight, and risk governance so allocations remain aligned with stated objectives. For institutions that need near-term yield enhancement, event-driven access, or structured short-duration mandates, KRAT provides documented playbooks and periodic reporting. We emphasize measurable outcomes, fee clarity, and operational transparency so stakeholders can make informed allocation decisions and monitor performance against benchmarks.
Tailored short-duration mandates
Mandates range from enhanced cash overlays to event-driven allocations with explicit exit plans and liquidity parameters. We align each mandate to client operating needs.
Services overview
KRAT’s services are built around three core pillars: clarity, control, and execution. Clarity means clients receive position-level reporting, scenario-based stress outcomes, and clear liquidity timelines so investment committees can track exposures. Control is delivered through governance—stop-loss rules, exposure caps, and documented playbooks that specify rebalancing and partial exit triggers. Execution emphasizes counterparty selection, settlement reliability, and microstructure awareness because short-duration strategies are sensitive to intraday liquidity and execution costs. Our team assesses trade-level slippage and benchmarks execution to ensure implementations meet stated objectives. Each mandate is structured with explicit liquidity profiles and cost disclosures so there are no surprises during normal or stressed market conditions. For bespoke mandates, we integrate client-specific operational constraints and regulatory requirements into the trading infrastructure and reporting cadence.
Strategy details
Event-Driven Trades
Time-limited opportunities identified by catalysts such as corporate actions, liquidity windows, or short-term dislocations. Each trade includes explicit entry and exit rules and documented scenario outcomes.
Risk-Control Frameworks
Customized guardrails including stop-loss rules, exposure maximums, and stress-test-driven rebalancing criteria to protect capital and maintain liquidity objectives.
Process and onboarding
Onboarding begins with a discovery phase where we document operational constraints, regulatory considerations, and liquidity requirements. We then propose a mandate with clear trading guidelines, fee schedules, and reporting frequency. Once agreements are in place, our operations team integrates custody and execution details, conducts test trades, and validates reporting pipelines. Clients receive an initial governance packet including stress-test scenarios, expected intraday behavior, and daily or weekly reconciliation depending on the mandate. Periodic reviews evaluate performance relative to agreed benchmarks and update guardrails in response to material market changes. KRAT prioritizes fast settlement cycles and resilient connectivity so short-term strategies are executed reliably and with clear cost transparency.