Credit policy & framework, including formulation and maintenance of credit policies and procedures, monitoring compliance.
Portfolio monitoring & reporting: preparation of regular portfolio reports for senior management, risk committees, regulators, and Head Office; identification of emerging risks, concentration trends, early warning signals.
Credit stress testing: development and maintenance of stress testing methodologies, internal and regulatory stress testing exercises and submissions.
ECL modelling & provisioning: support ongoing enhancement of ECL models in line with IFRS 9, ECL calculation exercise.
Environmental risk management: formulation and maintenance of environmental risk management framework to ensure alignment with regulatory requirements and industry best practices; portfolio environmental risk management, climate stress testing, scenario analysis.