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BSM (Seek to optimise GM's balance sheet and related costs (Risk…
BSM
Seek to optimise GM's
balance sheet
and
related costs
Current
ensuring that GM is as effective as possible with the balance sheet under the current
Regulatory
environment taking into account market conditions
Exploring the following opportunities
Lowering cost of funding through: identifying and securing agreements for more GM assets to qualify as HQLA ito LCR
Exploring better recognition of further stable funding provided by GM to Group
Exploring avenues/levers to optimise GM's leverage ratio, value may exist in "other assets"
Drive a more accurate reporting of GM capital with more focus on the Subs per risk return framework
Design balance sheet view that enable us to better understand, communicate and therefore optimise GM's balance sheet and relate costs
Redesigning our reports to give more insights
This entails effective understanding and socialising of the GM balance sheet, related costs and regulations
Future
ensuring that GM is prepared to comply with future ( draft) regulations in an effective manner and exploit opportunities that these may present
Exploring the following opportunities
Securing lower RWA for Cleared trades
Collaborating with the CCR team on SA-CCR implementation
Collaborating with GTSY on Step in risk
Collaborating with the Mkt risk team on FRTB implementation
Risk return framework
work underway
E-vol framework
GM business activities
Explore
Acceptable ROC levels for GM and growth opportunities that can be unlocked through ROC subsidisation