A Shahi Snan is when ascetics or disciples of saints take a river bath on auspicious days at a certain hour during the Kumbh Mela. During the procession for Shahi Snan or Royal bathing, Akharas and their followers display their prowess and wealth.
The reason Shahi Snan is called so is that Akharas travel like an army with their pupils riding horses and elephants. Additionally, during the Kumbh Mela’s royal bathing, holy dips are thought to result in moksha.