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Domain Head - BFSI at Impeccable HR
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Market Risk & Regulatory Reporting - BFSI (5-20 yrs)
Finalizing data elements and structure :
- Customers, accounts, mitigants, dimensions, rates and other data required for processing for risk weight estimation and computaion Basel II standardized approach capital requirment with the following processes:
- Reclassification of asset class, customer and mitigant
- Rating Assignment
- Risk weight assignment
- Pre-mitigation process
- Counterpart credit risk
- Credit Risk Mitigation
- Post mitigation process
- Estimation of Credit Risk for both securitized and non-securitized exposures
- Basel II standardized approach for market risk and operational risk
- Capital computation and capital adequacy
- RCA2 regulatory report as per the template defined by RBI
Asset Liability Management :
- Provide the following regulatory reports as per the RBI guideline
- Statutory Liquidity Report (SLR)
- Interest Rate Sensitivity Report (IRS)
- Dynamic Liquidity Report (DLR)
- Net Interest Income / Earnings at Risk (EaR)
- Market Value & Duration Analysis
- Economic Value of Equity
- Traditional Gap and Duration Gap Reports
The above job roles are to be done through the OFFSA system support
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