Complete idea book

Is CASA re-accretion durable or repricing-driven across the peer set?

Equity Analyst 02 · evidence 8/8 · Independent challenge on funding mix

Do vintage curves justify the current credit-cost assumption?

Equity Analyst 01 · evidence 4/7 · Bureau vintage data missing

How much margin compression follows a 25 bps deposit repricing?

Equity Analyst 03 · evidence 5/8 · Awaiting peer disclosure normalisation

Is the industrial order book funded, or dependent on government paced releases?

Equity Analyst 04 · evidence 9/9 · Challenge scheduled Thursday

Are discounts eroding the margin assumption in the base case?

Equity Analyst 02 · evidence 8/9 · Counter-case on channel inventory

Does the deal TCV mix support the FY27 growth assumption?

Equity Analyst 05 · evidence 3/7 · Client-side spend evidence missing

How do domestic liquidity and global duration change the rates outlook?

Fixed Income Analyst 01 · evidence 6/8 · Add certified liquidity observation

Has refinancing capacity changed enough to alter the internal credit view?

Credit Analyst 02 · evidence 7/9 · Resolve concentration challenge

Are AAA spreads priced for a liquidity withdrawal scenario?

Fixed Income Analyst 02 · evidence 8/8 · Challenge on carry assumption

Is replication quality evidenced across tracking, liquidity and holdings drift?

Passive Analyst 01 · evidence 3/7 · Tracking difference evidence missing

Does the exposure remain pure after liquidity, turnover and concentration constraints?

Passive Analyst 02 · evidence 9/9 · Resolve capacity counter-case

What is the realised roll drag versus the index assumption?

Passive Analyst 01 · evidence 6/8 · Awaiting dealer cost attestation

Do any holdings breach the internal pledge threshold after the latest filings?

Governance Analyst 01 · evidence 8/8 · Challenge on threshold definition

Does the liquidity path support the current duration overweight?

Macro Analyst 01 · evidence 5/9 · Certified liquidity series required