Matej Darovec

(current accounts, saving accounts...). Experience supported with my presentation and negotiation skills helped me to implement FTP pricing model across bank. Providing appropriate analysis and highlighting key risk factors for management attention and action. Validating and back testing IRR, Liquidity and Core Liabilities models. Proposing solutions about hedging movements in market interest rates. Redesign processes within Bank so that ALM set up is center of asset/liability relationship. Regular member

Managing whole ALM department. Managing liquidity and IRR position. Managing assets & liabilities from liquidity and IR perspective. Modelling and analyzing risk factors. Interest rate risk management, gap analysis, BPV analysis, VaR approach. Member of ALCO CSOB Bank and ALCO CSOB Insurance. Assuming regulatory and internal limits to cover technical reserves. Restructuring portfolio. Fixed & float income investments, structure products investments. Reporting directly to BoD and Supervisory board. Cash mana

Liquidity management. Steering minimal reserves, middle-term and long term liquidity. Responsibilities for bonds purchase, repo tender, state treasury bills and CB treasury bills purchases. Key responsibility for nostro management including terms & conditions negotiation and nostro management. Regular communication with financial markets department to assume SKK and nostro liquidity. Liquidity management for CSOB Building Society Saving Bank liquidity and investments.