Professional Documents
Culture Documents
Vikash Kumar: Professional Experience (1yr)
Vikash Kumar: Professional Experience (1yr)
!'ucation
%achelor of (echnology School of Mechanical Sciences ##7 "hu+anes'ar !.81. (Aggregate94 3:;18*
Current responsibility
Market risk management system project completed phase!1& in 'hich 'e ha%e implemented SAS system to compute capital charge for market risk under "asel!## Standardized measurement method as per R"# guidelines 'hich comprises specific risk and general market risk('hich comprises )et position & $isallo'ances* for our exposure in in%estment (in%estment in go%t securities& corporate +onds & e,uities* and $eri%ati%es -e ha%e gone li%e since Septem+er ,uarter -e are currently in phase!.& 'hich is #nternal Model Approach # ha%e responsi+ility of correct data flo' into the system& understand the re,uirements of regulators& and pro%ide the logic to my technical team as per regulators/ guidelines 0urther& analysis of results& error minimization and get it audited Counterparty credit risk and CVA capital charge computation as per the recent R"# guidelines Calculation of Value at Risk +y historical simulation method for S1R & )S1R securities 0orex Stress testing for our exposure in for'ard contracts Structural li,uidity statement & "ulk deposit report in asset lia+ility management for M#S purpose