Zakaria Kardou

IG Recommendation Closure: Sensitivity calculation of early repayments to market rates

Report on the calculation of Net Interest Income (NII) and associated sensitivities,

Implementation of NII reporting and its monitoring

Validation of model changes and assistance in producing metrics

ECB Recommendation Closure: Responsible for scoping and feasibility study for calculating HQLA eligibility for LCR, NSFR, and the group's overall liquidity reserve.

Consulting for interest rate risk management, including the study of RTIG topics for presentation to the asset/liability committee (negative rates, TLTRO, optimization of Livret A centralization, impact of early repayments, implicit floor, etc.).

Participation in the development of macroeconomic stress test scenarios

Pricing of optional products (swaptions/caps/floors/callable bonds...)

Statistical analysis of financial data (CPI/euribor correlation/M1 money supply...)

Evolution of PEL/RA/Livret A/DAV modeling

Production of calculations for TCI, GAP, NII, NPV, NPV Sensitivity, SOT, ICAAP, RENTIMMO, Secured Drawdowns, Collateral Management.

Implementation of regulatory indicators for risk monitoring, as well as external tools for the information system (gamma effect, generational macro-coverage, strata generation, etc.).

Audit of the information system, EdB, and specification for Moody's RCO tool.

Assistance in producing interest rate risk for group entities by studying data from the information system.

Coordination of working groups for studies on credit data, the impact of interest rate reform (€ster, etc.)