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Responsibilities
Solvency:
1. The chief responsibility will be to perform the monthly & quarterly credit risk reporting activities.
2. You are also expected to perform & supervise the data consistency checks, reconciliations (inventory
vs risk, accounting vs risk) and perform exception management in case of any breaks encountered in
the recompilations.
3. Additionally, you are expected to contribute to the improvement of the existing process and comeup with new ideas that can bring value and efficiency to the process.
4. Responsible for producing reports and metrics on the Credit Risk perimeter to consistently feed both
external (meet the requirements of the regulator in terms of IFRS 9.2, BCBS239 and others) and
internal (BU, RISQ, DFIN) uses. The prudential solvency metrics and reporting produced by DFIN are
set out as follows:
a. EAD – Quarterly calculation;
b. RWA – Quarterly calculation;
c. EL – Quarterly calculation;
d. ECL IFRS 9 – Quarterly calculation with only GBIS at M-1 scope;