Abheek Nangia
Director – Head of Balance Sheet Management - Scotiabank
Abheek Nangia is a Director in the Balance sheet management group within Treasury at Scotiabank. He leads a team that is responsible for structural interest rate risk management, quantitative analysis and development, retail embedded optionality hedging, hedge accounting and FX risk management.
He has a strong background in risk management and ALM and previously lead the market risk overight function for non-trading / banking books at Scotiabank.In this role he lead the IRRBB rollout for the bank and established frameworks to measure and manage market risks related to lqiudidity portfolio holdings and pension investments.
Abheek holds an MBA from the Schulich school of business in Toronto and is a CFA and FRM charterholder.
All Sessions by Abheek Nangia
FORECASTING THE BALANCE SHEET IN LINE WITH RISK APETITE
Building a more risk-aware balance sheet and NII forecast
- Exploring tools and techniques to improve Balance sheet and NII forecasting
- Using multiple scenarios to manage range of NII outcomes
- Assessing the challenges of accurately forecasting amid rapidly changing market conditions and evolving business strategies
- Aligning hedging assumptions with the firms defined risk appetite
- Integrating structural interest rate risk considerations early in the planning and forecasting process