Bhavin Mehta
Corporate Treasury, ALM, Balance Sheet Management, FTP, Risk neutral asset pricing, Liquidity & Market Risk, SLR Management, ALCO
- Role
- Balance Sheet Management - Corporate Treasury at DBS Bank
- Location
- Mumbai, MH, IN
- LinkedIn followers
- 500 followers
About Bhavin Mehta
Expertise in Asset Liability Management (ALM) with end to end experience from ALM reports preparation, reporting, risk monitoring to balance sheet management under treasury. Focus on Funds Transfer Pricing (FTP), Loan pricing, managing LCR & NSFR, Duration Rebalancing Portfolio through SLR management, ALCO presentation, IBOR Transition, Basel and RBI guidelines implementation, Rates computation, Automation in ALM etc.Thorough understanding in dynamic area of liquidity risk monitoring through detailed gap analysis, liquidity ratios, LCR, NSFR etc. Market Risk Management through Interest Rate Risk framework like Duration Gap, Value at Risk (VaR), Interest Rate Sensitivity, PV01 etc.Risk Monitoring through CFP, Stress Testing (Liquidity, Intra-day, Interest Rate Risk in Banking Book, Basis Risk, Reverse Stress Testing) etc. Implementation of Regulatory guidelines, Query resolution of Internal Audit, Statutory Audit, RBI Inspection, Risk Based Supervision (RBS). Behavior study and variance analysis, Lending Rate framework like MCLR, External BenchmarkPolicy framework and amendments, Process Improvement, Automation of risk tools OFSAA, Qlikview, Tableau, ALCO reporting, Data to Rating Agencies, Involvement in ICAAP etc.
Experience
Balance Sheet Management - Corporate Treasury
Aug 2021 — Present · Mumbai, IN
Education
Indian Institute of Technology, Bombay
Master's degree
2006 — 2008
KC College of Management Studies,Churchgate Campus
High School Diploma
2006 — 2007
Dwarkadas J. Sanghvi College of Engineering
Bachelor's degree
2003 — 2006
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