Expert, Basel (40000848)

Key Accountabilities (1)

Identify and implement enterprise risk management tools
- IFRS9, ICAAP governance and related stress-testing methodology
- Manage and implement Basel related Project.
- Coordinate bank-wide Basel application and implementation.
- Adopt the international requirement for Risk Management (Basel II, III, IV).
- Adopt the Local requirement for Risk management from SBV (Circular 41 (CAR), Circular 13 (ICAAP) as per Basel standards.
- Evaluate and manage risk weighted assets portfolio.
- Enact policy/regulations on ICAAP
- Coordinate for the disclosure as per Pillar 3 requirement
- Implementation of material risk assessment bank-wide
- Implementation of ICAAP consolidated calculation tool
- Internal capital adequacy assessment report và solution
- Circular 13 (ICAAP) and Circular 41 risk management compliance assurance in term of policy – process – report
- Periodically evaluate and report on RWA
- Pillar 3 disclosure report
- Annually regulatory risk management report to SBV (as per Circular 13, Annex 02)
- Bank-wide risk taxonomy, material risk assessment (MRA) report
- ICAAP consolidated tool