Gender
Male
Gender
Male
Location
Cairo
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I am Deputy Manager Market Risk Banque Misr Egypt My Main rule is to implement the MRM & ALM Approach in the bank to be in compliance with Basel II Requirement by the help of RBS (ABN AMRO Bank) Risk Advisory Services. Calculation of Market Risk Exposures (including VaR) on the Trading Books Daily Reporting of Market Risk Exposures Setting of Market Risk Exposure Limits and Montioring and Approval of limit Exceptions. Approval of excess exposures over limits monitoring of limits. Approved Product List and New Product Approval Process Approval of Unusual Transactions. Market Risk Capital Calculation. Asset & Liability Management (ALM). Interest Rate Risk Management (Ensuring an optimal & stable income stream while controlling interest rate risk. Liquidity Risk Management & Reporting (Ensuring the maintenance of adequate and cost effective liquidity). Capital Management. (Ensuring compliance with targeted capital ratios at the lowest cost). Structural Currency Exposure Management & Reporting. (Protecting against adverse exchange rate movements that impact the equity value of foreign investments including the retained earnings). Internal Funds Transfer Pricing.
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