. Calculate, interpret, and report interest rate risk in the banking book (IRRBB) and liquidity metrics: sensitivity gap, economic... value, regulatory scenarios. Conduct stress testing for both liquidity and interest rate risk, incorporating business...
/Chief Investment Office include structural interest rate and foreign exchange risk. Products utilized include long-term debt..., fixed income securities, interest rate swaps, cross currency swaps and credit related products. As a Controller...
interest rate risk and the firm's evolving HQLA portfolio. We take a bird's eye view on asset and liability management... offices. PRINCIPAL RESPONSIBILITIES Contribution to macro trade ideas in interest rate markets Risk management of the...