Develop a funds transfer pricing (FTP) framework and effectively apply it on the balance sheet.
Work with the market risk unit, Finance, and credit to ensure that the ICAAP and ILAAP frameworks are UpToDate.
Monitor and manage the bank’s Cash Reserve Requirement ensuring that the bank maintains desired liquidity levels and no regulatory breaches.
Conduct gap analysis to identify potential mismatches between assets and liabilities.
Work closely with commercial business leaders and credit underwriters to ensure that their activities are aligned, supporting the optimal liquidity structure and identifying any potential risks from their business drives.
Conduct regular assets pipeline and liabilities maturity analysis and identify impact on mismatches for proper liquidity planning.
Ensure proper pricing for liabilities across all segments.
Lead the Bank’s view on rates as well as projected impact on net interest income to drive action planning to mitigate potential erosion of income.
Provide daily management information on key movements for both liabilities and assets with impact on liquidity ratio.
Identify the best investment profile that will make the highest return from the available funds.
Provide prompt reporting and escalation to breaches of limits and guidelines both internal and regulatory.
Develop robust liquidity forecasting models and scenario analysis tools to identify any potential future liquidity risks.
update policies, procedures and risk management frameworks that guide the bank to achieving the desired liquidity ratios.
Regular engagement with the market risk unit and finance department to ensure that all assumptions in liquidity and interest rates stress testing and contingency funding plans are Up to date.
Ensure maximum return on excess liquidity and minimize the Bank’s cost of deposits and cost of funding.
Ensure maximum return on the investment securities while minimizing exposure to risks of interest rates volatility