Accountable for analyzing & submission of liquidity risk reports for the UK DLG namely 47/ 48 , 52
Deriving the liquidity ratio and publishing the liquidity risk priority (LRP) template for the UK regulators
Performing raw variance analysis and raising incidents for major variance. Performing various testing and responsible for giving approvals and sign off for changes to the support team.
Daily calculation of Advance to Core Funding Ratio (ACF) and variance analysis on the advances to core deposits on a day to day basis
Running queries for various financial transactions such as (capital market, Lending & Borrowing Nostro & Vostro A/ Cs, EDF funds, etc)
Updating various financial models and making manual adjustments such as (CRR, SLR, T- Bills , bonds etc) for accurate reporting and validating the same with the balance sheet.
Preparing and projecting daily operational cash flow through the OCP statement segregating the same currency & maturity wise to show the accurate liquidity position of the entity.
Monitor all the stress scenarios as applicable for accurate and realistic projections.
Updating dash board and KPI Tracker and taking sign off on the same on a bi- monthly basis
Understanding the LRS (Liquidity Reporting System) data flow by setting up liaison with various Lines of Business.
Designing the data flow for every feed causing liquidity for the bank.
Preparation of GL reconciliation and substantiate closing balance on monthly basis (Balance Sheet Accounts- Security Deposits, Deferred expense accounts, Other accrued long & short term, Non- transaction tax accounts viz: Current tax accounts, Deferred tax assets & liability accounts, Revenue recognition as per FAS 48, FSA 47.