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Self-Introduction. Tell me about yourself. Could you tell me about yourself and describe your background in brief?
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Why you? Why me? (Why are you interested in this position? / Why do you think you are a good fit? / Why shall I hire you? / What can you bring to the table that other candidates cannot?)
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What is LCR and how do you measure it in a typical bank? How to respond to liquidity demands?
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What do you know about the banking book? What does the typical B/S look like for a commercial banking? What kind of channels are the funding source to a regular commercial banking?
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What is DV01, duration?
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The Basel Committee has designed two liquidity ratios to ensure that financial institutions have sufficient liquidity to meet their short-term and long-term obligations: LCR and NSFR. What is LCR, NSFR, NCCF?
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What is IRRBB scenarios for the banking book?
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If you are the head of treasury and want to know duration for mortgages, what kind of model would you use to estimate? How about GIC and client deposits?
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Can you list 3 key Balance Sheet Items in Assets and Liabilities side?
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Can you explain what is liquidity risk?
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Please provide the regulatory key liquidity risk management metrics.
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Please explain the differences between LCR and NSFR.
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How is the limit framework applied to liquidity risk management?
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Any other internal metrics will be set up in liquidity risk management?
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As the second line of defense, do you know which team is the key counterparties of this role?
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Can you give me the example of the key line of business in Canadian banks?
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Can you give me some examples of what OSFI are mainly working on for F2025?
