Company: Bandhan Bank
Location: Kolkata, West Bengal, India
Employment Type: Full-time
Description:
Roles & Responsibilities
• Management of Liquidity & Interest Rate Risk of the Bank
• Preparation & Monitoring of Liquidity Coverage Ratio (LCR), Net Stable Funding Ratio (NSFR), Structural Liquidity Statement (SLS) and Interest Rate Sensitivity (IRS).
• Oversight and production of Monthly ALM Profile for ALCO and reports for RMCB & Board.
• Implementation of RBI and internal guidelines on ALM.
• Timely submission of DSB-Returns.
• Monitoring of various prudential limits related to liquidity & Interest rate Risk.
• Review of interest rates on deposits, MCLR & PLRs at stipulated intervals. Recommending proposals to ALCO for revision of Interest Rates
• Formulation and Review of ALM Policy, Stress Test Policy and Interest Rate on Advances
• Periodic review of Behavioral studies related to ALM assumptions and impact of same on liquidity and interest rate risk
• To ensure compliance of statutory and regulatory requirements on ALM
• Prepare forecasts (simulations) showing the effects of… various possible changes in market conditions related to the balance sheet and recommend the action needed to adhere to bank’s internal limits
• Basel Disclosure and Capital Charge Management in market risk
Source: LinkedIn
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