Singapore
- Compilation of monthly GCRO Report. - Production of Group Credit Risk Report, analyse movements and trends of business sectors. - Oversee the production of monthly country and industry risk reports.
- External reporting and associated analysis for regulatory bodies and rating agency, eg. APRA, Moody’s - Production of monthly and fortnightly regulatory (APRA) and internal management reports (GALCO) - Overseeing the production of daily liquidity reports including; liquidity stress testing, term deposit trending and analysis, repo counterparty concentration analysis, debt issuance concentration, liquid asset holdings. - Yearly stess test review. - Ensuring compliance with internal and regulatory bodies. - Liquidity model maintenance and implementation of new stress.
- Weekly management reporting including risk positions. - Oversight and reconciliation of trading positions. - Review of risk measures (Value at Risk. Embedded Value and Embedded Value Sensitivity). - Ongoing improvements to risk matrix model to ensure accuracy.