Computed, monitored and analyzed key regulatory liquidity ratios including LCR, NSFR and SLR, ensuring compliance with RBI guidelines. • Prepared Statutory Liquidity Statements (SLS) and Liquidity Risk dashboard, tracking RBI stock ratios, 5+ Early Warning Indicators on a daily basis.
• Simulated LCR & NSFR under multiple stress scenarios, assessing liquidity risk and recommending strategies for proactive management. • Performed annual review of risk management policies including ALM, MRM and Contingency Funding Plan. • Implemented updates to LCR computation framework in line with latest regulatory guidelines of (BLR-
Prepared and filed RBI regulatory returns including SFR, BLR-1, and Liquidity Return (LR), ensuring accuracy and timely compliance. • Handled LRC Meetings, ALCO Agenda & Audits including Statutory, HO and RBI audit. •
Prepared and monitored Market Risk metrics - VaR, NOOPL, AGL, Market Risk Capital charge and M-Duration ensuring adherence to internal risk appetite and limits •
Performed rate reasonability review and daily revaluation of rates for bond investments and FX products ensuring accurate valuation.