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Maroc - AFDB.ORG - Consultants Vacancies - 29/Sep 13:05

EOI - Market Risk Review - PGRF

The individual Consultant will conduct a comprehensive review of the Bank’s current market risk management framework, reporting processes, methodologies assessment (VaR, Stressed VaR, Expected Shortfall, sensitivity analysis etc..) and data sources within the Bank’s banking book and fixed-income portfolios.

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