Liquidity and Banking Book Risk Management

JD

• Developed and maintain liquidity risk & IRRBB management-related policies to be consistent, up-to-date and meets the requirements of BOT.
• Timely produce liquidity risk & IRRBB management report for regulatory, internal and parent bank submissions and perform relevant control activities on daily liquidity risk & IRRBB exposures.
• Conduct and analyze liquidity & IRRBB risk metrics including LCR, LDR, NSFR and IRRBB, perform analysis and investigate materialize impact factors on risk exposures.
• Perform limits setting and limits review for liquidity risk & IRRBB to be aligned with risk appetites and comply with BOT regulations.
• Strengthen and optimize liquidity risk & IRRBB management processes to support clear, timely, and effective communication with senior management.
• Conducted ICAAP and BOT supervisory stress test for liquidity risk and IRRBB on quarterly and annual basis.
• Develop models for managing liquidity risk & IRRBB and maintain parameters to ensure model integrity and regulatory compliance.
• Coordinate with internal and external parties relating to liquidity risk & IRRBB business/issues.
• Prepare reports for management and external regulators as requested.

Complete other duties which were assigned by supervisor.

Contact person:

09•-•••-•035

Karita