 Responsible for computation of Capital Adequacy and risk weighted asset numbers of treasury products as per RBI's New Capital Adequacy framework under Basel III; Computation of Credit Value Adjustment figures as per Indian GAAP, US GAAP and IndAS Computations and disclosure of related party transactions in respect of foreign exchange and derivatives; Assisted IT team to build logics into systems like Automated Data Flow (ADF), Fintellix, Reveleus, etc for auto generation of RBI reports and their reconciliations Actively involved in computation of Credit Risk of Foreign Exchange and Derivative products as per RBI's standard approach (SA-CCR). SA-CCR regulation (BCBS 279) is a new assessment of the counterparty credit risk exposure associated with OTC derivatives, exchange-traded derivatives and long settlement transactions; Successfully completed Triennal Central Bank Survey of foreign exchange and OTC derivative markets in 2016. BIS publishes statistical information about the structure of and activity in the global financial system;