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• Directed broker-dealer balance-sheet and funding forecasts under CCAR and Operating Plan scenarios, projecting secured and unsecured funding, HQLA needs and liquidity-resource demand. • Led sensitivity analyses, back-testing and assumption reviews of forecasting models and oversaw governance documentation in partnership with Risk Management. • Reviewed and attested to broker-dealer interest-rate exposure and equity-value sensitivity drivers; calibrated IRR limits and escalation triggers. • Enhanced the U.S. LCR HQLA monetization playbook by integrating profitability, balance-sheet, RWA and execution considerations to strengthen stress readiness.
New York City Metropolitan Area
Balance Sheet and Liquidity Management Fund Transfer Pricing Inter-entity Liquidity and Funding flows Prepositioning Liquid Asset Buffers Simplification of Entity Liquidity