1. Undertake the tasks of Asset and Liabilities Management function, including the following areas:
Balance sheet analysis
- Analyze and forecast liquidity ratios and interest rate risks on banking book and make recommendations to ensure compliance with limits.
- Provide scenarios and propose targeted balance sheet, surplus fund
- Implement forecasting and analysis of balance sheet scenarios and assessment of IRRBB, thereby making recommendations on asset allocation by customer group, product group, and mobilization allocation by group customer, term, in order to achieve targeted balance sheet and NII optimization
- Management of interest rate gap of the banking book: coordinate with Funding and Liquidity Management and the Market Risk unit, the interest rate risk on the bank book (IRBB) and Liquidity risk to evaluate the effect of interest rate gap on NII, propose to adjust the interest rate gap accordingly.
- Coordinate with Funding and Liquidity Management to propose internal limits and liquidity risk and interest rate risk on banking book.
- Coordinate with Market Risk Management Unit, Interest rate risk on banking book and Liquidity risk, Risk Management Division to come up with stressful scenarios on liquidity and interest rate risk on banking books.
- Develop policies on asset and liabilities management
- Propose medium and long-term capital issuance/mobilization plans.
Policy management & internal transfer rate mechanism (FTP)
- Develop and implement the internal capital transfer pricing (FTP) policy of the bank. Use FTP tools to manage portfolio composition and complete liquidity structure.
- Propose capital transfer interest rates for new products, adjust capital transfer rates in line with the bank's strategy.
