Job Description (JD)
| Nama Program | Perlaksanaan Pengurusan Risiko Bank (Dalaman) [K641-003-3:2018] |
|---|---|
| Kod CU | K641-003-3:2018-C03 |
| Competency | Core |
| Tajuk CU | MARKET AND LIQUIDITY RISK MANAGEMENT EXECUTION |
| Penerangan CU | Market and Liquidity Risk Management refers to the risk management activity associated to the banks’ exposure that are set in the public market. This includes the risk of losses in the bank’s trading books such as interest rates, equity prices, foreign exchanges rate, commodity prices and risk of loss arising from funding difficulties. A competent person in Market and Liquidity Risk Management Execution shall be able to provide assistance to the following: 1. development of framework, policy and procedure document 2. development of market risk appetite document 3. perform independent assessment/validation on measurement methodologies 4. monitor market risk exposure 5. provide market risk advisory support activity 6. prepare market risk management reports. The outcome of this competency is the ability to perform and execute market and liquidity risk management support activities in monitoring, analysis, assessment, documentation and reporting for an effective market risk management execution. |
| Tempoh Latihan | 315 |
| Objektif Pembelajaran | The outcome of this competency is to perform and execute market and liquidity risk management support activities in monitoring, assessment, documentation and reporting for an effective market risk management execution. Upon completion of this competency unit, trainees shall be able to:- 1. Participate in the development of framework, policy and procedure document. 2. Participate in the development of market risk appetite document. 3. Perform independent assessment/validation on measurement methodologies (e.g. trades, pricing, exposure) 4. Monitor market and liquidity risk exposure. 5. Provide market and liquidity risk advisory support activity. 6. Prepare Market and Liquidity Risk Management reports. |
| Pra-Syarat | 0 |