NGÂN HÀNG INDOVINA - INDOVINA BANK ★ 2.4

1. Planning/ budgeting
- Assist Head/ Deputy Head in establishing and implementing the action plan for market risk and liquidity risk in each period.
- Prepare/Implement and manage policy/regulation on market risk and liquidity risk management throughout the system.
- Manage/supervise the implementation of market risk and liquidity action plans in each period before reporting to Head/Deputy Head
2. Management of market risk and liquidity risks
- Coordinate with the professional department in (i) proposing and monitoring limits on market risk and liquidity risks; (ii) updating changes in the market and propose adjusting limits (if any)
- Directly build methods, models, and tools for the identification, evaluation, and measuring of market risk and liquidity risk (Ex: VaR model for FX trading, EL …)
- Perform reports and analysis on risk status to warn of the risk of limit breach and advice/giving solutions for such risks
- Monitor market indexes in the stress test scenario
- Coordinate with the Treasury Division and relevant professional departments to calculate the required capital for market risk in the specific and consolidated scope as required by IVB and SBV
- Review the risks of documents, regulations, procedures and products related to market risk and liquidity risk issued by IVB
3. Others
- To participate in training for BUs in IVB’s system on Risk management upon requirement.
- To support BUs/ Departments in HO in measuring and evaluating market risks and liquidity risk
- To collect information, evaluate potential market & liquidity risks and propose measures to reduce these risks.
- To make periodical, ad-hoc risk related to market risk & liquidity risk reports upon requirement.
- To perform other duties to-be-assigned by the Head/ Deputy Head