Beschreibung
(i) credit risk (including relevant IFRS accounting standards and IFRS9 modelling); (ii) securitization related to credit operations | (i) market risk (including FRTB-SA and relevant IFRS accounting standards); (ii) counterparty credit risk; (iii) valuation (including both accounting and prudential aspects) of financial assets and liabilities including derivatives; (iv) securitization related to market operations | (i) IRRBB/CSRBB measurement and management (behavioural modelling, metrics, ALM strategy and hedging practices) (ii) Liquidity risk measurement and management (including ILAAP, liquidity risk modelling, liquidity stress test and regulatory liquidity ratios), iii) FTP Mechanism (both IRR, CSR and Liquidity charges