Atsushi Naganawa

・Implementation and enhancements of the final Basel III reforms scheduled to take effect in 2025

・Monitoring and management of Liquidity Coverage Ratio(LCR), Net Stable Funding Ratio(NSFR), Risk-Weighted Assets(RWA), (IRRBB), and other regulatory metrics

・Simulation of early redemption of Structured deposits

・System modifications to accommodate the shift from Libor to risk-free rates(RFRs)

・Analysis and simulation of Value at Risk(VaR)

・Collateral analysis for recourse loans

・Credit evaluation related to loan origination and securities investments

・Market risk management for the FX desk and other business desk

・Monitoring of stress ladder

・Monitoring of RWA

・Implementation and system enhancements of the Standardized Approach for Counterparty Credit Risk (SA-CCR)