Anshuman Naik
Fund transfer pricing | Asset liability management | Liquidity risk management
- Role
- Consultant at Deloitte
- Location
- Mumbai, IN
- LinkedIn followers
- 500 followers
About Anshuman Naik
Business finance analyst with 4.5 years of experience in Bank treasury functions…
Experience
Consultant
Jul 2024 — Present · Mumbai, IN
End to end consulting experience in designing, implementing and validating fund transfer pricing models(FTP) across broad range of banking products including- Deposit products: Current & Saving Accounts, Term Deposits(callable/non-callable, Mibor linked, Repo linked, premature TDs)- Lending products: Loans(fixed/floating), Cash credit and overdraft- Treasury and investment instruments: SLR/NSLR/HQLA/NON HQLA Investments, money market instruments and Borrowings- Others: Credit cards, LCBG(Letter of credit & Bank guarantee), OAOL (other assets other liabilities). Strong understanding of depositors interest rate computation for saving products and calculation of basis risk, pricing incentives, Liquidity premium for loan products based on repricing frequency of contracts for accurate FTP rates and net interest income(NII) estimation. End to end building and managing the standard and hybrid interest rate term structures across yield curves vis-a-vis cost of funds(CoF) for assets and value of funds(VoF) for liabilities to support strategic pricing and balance sheet optimisation of the bank. Performed the Liquidity Coverage Ratio (LCR) calculations by modelling high quality liquid assets(HQLA) against 30 day stressed net cash outflows by applying Basel haircuts and runoff factors to support liquidity risk monitoring and strengthens the Bank\'s regulatory submission. Actively involved in all phases of the project lifecycle from requirement gathering and model design to testing and user acceptance, ensuring alignment with business and regulatory goals.Language used: PL/SQLHighlights: Successfully designed and implemented OFSAA FTP policy (FY25-26) for a prominent Indian Bank with total assets ~420 trillion in INR with the support of 2 full time equivalents(FTEs).
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