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Bangladesh Bangladesh

Head of Risk Management

Finance / Banking / Insurance

Key contributions (Till date) • Projection model for Capital Management(Basel) • Basel parameters (PD, LGD, EAD) calibration and risk quantification • Risk Appetite Document • Sectoral Cap for credit portfolio • Prepared various risk management related policies e.g. investment policy, insurance policy, 3rd party enlistment assessment policy, collateral policy etc • Development & Implementation of internal client rating model • Automated Value-at-Risk (VaR) model to assess foreign exchange risk, equity risk and credit risk • Development and execution of Internal Capital Adequacy Assessment Process (ICAAP), Stress Testing and Risk Adjusted Risk on Capital model (RARO...