Risk Measurement is the unit responsible for:
Management of monthly impairment and RWA calculation
Impairment and capital reporting and analysis
Forecasting, stress testing and risk appetite.
Undertake key driver analysis of impairment/capital actuals vs. plan
Ensure alignment between business strategy and impairment forecasts
Lead the development of a broad understanding of the linkage between Collections & Recoveries, impairment and models across the Risk function
Lead assessment of stressed impairment and capital for internal and external stress test processes