Mag. Helena Skrapec

Management of the department with the following Banking Book Desks: • IRRBB Desk (Interest Rates/NII Steering, IR Models,IR Product Pricing) • Capital Planning Desk (Capital cost structure optimization, RWA optimization, Dividend planning) • Funding Desk (Securitization, Funding transactions)

- IRRBB managing (directional and basis risk) - Optionalities pricing (quant team) and managing exposure book - Funds Transfer Pricing Methodology - Capital planning (RoE optimization)

Responsible for following topic concerning RBI Group Network Banks: • Liquidity Analysis/Management • Treasury Securities Book • Interest Rate Analysis/Management • FTP • Performance and Budget

• Monitors, analyses and projects legally required parameters (minimal ratio of foreign currency a/l ratio, obligatory reserve maintenance etc.) • Optimizes cash flows and manages short term funding of the Bank • Creates valuation models and scenario analysis of loans and other illiquid assets • Executes strategies using derivatives (CCS, IRS, FRA) to achieve targeted effect (duration or currency structure change, hedging of part of the Bank’s assets or liabilities, liquidity optimization etc.)