Asset Liability Management (ALM)

1. Provide monthly and ad-hoc analysis on the key drivers of liquidity management of Liquidity Coverage Ratio (LCR) and Net Stable Funding Ratio (NSFR).
2. Provide monthly and ad-hoc analysis on the key drivers of liquidity management of Liquidity Coverage Ratio (LCR) and Net Stable Funding Ratio (NSFR).
3. Perform behavioral modeling for customer deposit and loan by type of product and customer segment for Interest rate risk for banking book (IRRBB)
4. Provide monthly and ad-hoc analysis on the key drivers of IRRBB for GALCO and management reporting.
5. Monthly update on Treasury’s bond portfolio report to management and Board

Funds Transfer Pricing (FTP)

1. Annual review of FTP framework to determine behavioral maturity of non-maturity loan and deposit & term deposits.
2. Provide monthly return attribution analysis of Fund Transfer Pricing (FTP) based on volume rate analysis.
3. Validate the budgeted FTP assumptions used by Line of Business (LOBs) based on historical data.

Others

1. Periodic review of data quality in Murex is consistent with Host system. This is to ensure accurate management and regulatory reporting.