Liquidity Planning & Analytics

Arab Banking corporation

Liquidity Planning

• Develop and implement the Bank s Liquidity planning and risk management framework to include the following:
  • • Preparing liquidity and funding projections including impact of business growth assumptions
    • Develop B/S modeling tools to assess forward looking liquidity metrics to assist with the development of liquidity management actions
• Develop and maintain the Bank s Internal Liquidity Adequacy Assessment Process (ILAAP) to include the following:
  • • Assess the Bank s internal liquidity position
    • Defining governance and management for the liquidity and funding risk
    • Incorporate elements of Liquidity stress tests and scenario analysis, as needed
    • Incorporating Contingency Funding Plan elements as needed
• Review business implications arising from regulatory changes on liquidity and funding.

Structural Liquidity Planning and Analytics

• Review of existing funding mix, cost of funds associated with business portfolios and provide suggestions for diversification of the Bank's funding mix;
• Review of liquid asset buffers, HQLAs, LCR and NSFR and recommend appropriate mix of liquid portfolio to optimize earnings drag while maintaining liquidity metrics
• Conduct depositor analysis and provide planning input in shaping the Bank s funding strategy;
• Undertake behavioral studies of non-maturity products and off balance sheet items
• Review and refresh FTP rates for MENA markets in consultation with the Local Treasury and Local Finance.

Monitoring and Reporting

• Monitor liquidity metrics on an ongoing basis and inform Head of GBSM in case of breaches. This will include the following:
  • • Short term metrics LCR, LSH, Intra-day limits, Stressed LSH/LCR etc.
    • Medium term metrics NSFR, Funding concentration, L/D ratio, Refinancing profile etc.
    • Risk metrics IRRBB, VaR, DV01 etc.
• Develop regular funding and liquidity reports in coordination with other departments (Corporate Treasury, Market Risk, Finance etc.) for required inputs to the funding and liquidity reports for purview of Liquidity sub-committee and GALCO
• Enhance monthly Funding & Liquidity reporting. Working closely with the other staff members to ensure the guidelines can be updated accurately and on a timely basis.
• Interact with Corporate Treasury and other country treasury departments on a regular basis to discuss liquidity and funding measures, data requests and projects.
• Participate in MENA subsidiaries ALCOs and provide Group guidance on all B/S, liquidity and funding issues.

Contingency Funding Plan

• Coordinate with Corporate Treasury, and Treasury & Financial Market risk and other departments as necessary in the development and maintenance of CFP to include:
  • • Conducting liquidity fire-drills to assess adequacy of CFP
    • Periodic review to ensure relevance of CFP actions
    • Ensuring CFP is linked to the RRP document as a continuum

Fund Transfer Pricing (FTP)

• Support MENA units with:
  • • FTP curve and application methodology reviews
    • LP computation and governance
    • FTP rates application

Other Functions

• Assist Group Head of BSM in the overall administration and management of GALCO and the LSC to include preparation of agenda, meeting packs, compilation of analysis and maintenance of meeting minutes and action points.
• Prepare periodic presentations to Board on Group s liquidity and funding position and strategic balance sheet funding and liquidity issues;
• Develop and report ad-hoc/on demand MI requirement on structural liquidity position and performance;
• Monitor updates to key international regulatory requirements and leading practices related to liquidity risk management.
• Monitor subsidiary level liquidity positions and maintain oversight at subsidiary level for implementation of group liquidity management framework.