Regular monitoring of regulatory guidelines on market and liquidity risk and implement the changes / modifications brought in by the regulator.
• Monitoring of Treasury activities and ensure that the risk exposures are within the policy parameters established in the Banks Market risk policy and ALM policy.
• Preparation of SOP process note for Market Risk and Liquidity Risk areas.
• Reporting to the regulator various treasury related returns to RBI on daily, weekly, fortnightly, monthly, quarterly, and half-yearly and yearly basis.
• Conducting review of Investments portfolio of the bank and responsible for submission to the management and regulator as per the guidelines.
• Monitoring of CRR, SLR, Rate scan for money market, Treasury bill and Forex deals, Dealer Deal size limit monitoring, Interbank Borrowing and Lending Limits and overseas borrowing limit monitoring.
• Monitoring and reporting of Basel III Liquidity report as instructed by the regulator and monitoring whether the percentage is above the level prescribed the regulator and if not immediate mitigating actions done to achieve the required percentage.
• Monitoring and reporting of various RBI reports like Liquidity Return (LR) and Interest Rate Sensitivity (IRST).
• Monitoring RBI limits like AGL (Aggregate Gap Limit) and NOOP (Net Open Position Limits).
• Monitoring and reporting of RBI reports like Leverage Ratio and CRAR report on quarterly basis.
• Submission of Head office regulatory indicator and security report.
• Preparation of Basel III and Notes to Accounts disclosures related to Market Risk and Liquidity Risk.
• To conduct ALCO (Asset Liability Committee) on a monthly basis and RMC (Risk Management committee) on quarterly basis.
• Coordinating with RBI, Internal auditors, concurrent auditors and statutory auditors as and when required.
• Handling submission of RBI RBS Tranche data and Liquidity and Market Risk Indent data.