Borche Lazarov

- Implementation of IRRBB (Interest Rate Risk in the Banking Book) methodology. Internal and regulatory reporting requirements; - Liquidity Risk measurement and monitoring. Assets and Liabilities maturity structure regulatory reporting. Liquidity ratios (LCR; NSFR); - Country and Counterparty Risk limit setting. Currency Risk management reporting and monitoring. Risk metrics quantification; - Operational Risk Management Framework enforcement. Risk and Control Self-Assessment. Scenario Analysis;

- Credit exposure classification and impairment calculation. Implementing loan loss provision (allowance) methodology to recognise and monitor bank’s loan portfolio impairment; - Administering the bank’s Credit Registry and reporting to the Central Bank. Compiling and submitting key risk, regulatory and compliance reports; - Establishing Credit Risk Policy within the Risk Management Framework to identify, assess and report on key credit risk areas, bank’s functions and business processes.

- Supervising portfolio performance against KPI targets and analysing data and trends. Monitoring KRI (key risk indicators) and recommending changes to minimise risk; - Calculating concentration risk metrics and proposing nonperforming credit exposures for collecting, restructuring and writing-off claims; - Conducting loan product performance and risk analysis. Engaged collaboration with IT team and other departments to implement modifications and enhance risk management information system.

- Executing external statutory audit of financial institutions (banks, insurance companies, investment funds, savings houses, pension funds, leasing companies) and government entities; - Performing risk assessment procedures. Identifying material internal control system weaknesses in the company’s financial, compliance and regulatory reporting processes; - Selecting samples of business areas for testing. Preparation of executive summary for each engagement. Submitting clear and concise audit reports.

- Providing assistance in financial audit engagements. Revising company’s financial statements (Balance sheet, Income statement, Cash flow, Equity) according the audit methodology; - Examining interim and end-of-year balances. Reviewing financial records and operational information using data extraction and analysis tools; - Reviewing, documenting and evaluating company's internal controls and applied audit procedures - inspecting company's books and records, inquiries and confirmations.

Accounting and Auditing