Rashmi Kiran

Vice President-Capital Markets Risk at Fifth Third Bank

Speaker

Rashmi had been with the Fifth Third Bank for 16 years. During her first 8 years at the bank she managed market risk across asset classes including Foreign exchange, Commodities, Interest rate swaps, and Fixed Income products. She monitored trading activities of the desks to ensure that Risk Management is in compliance with the Market Risk Rule (MRR). She developed various stress test, back-testing and sensitivity analysis models to capture market and credit risks across various product categories. Also, she performed CCAR stress tests across various product categories as per the regulatory requirements.

In early 2018, Rashmi joined the Treasury and Mortgage Risk group. In this role Rashmi is involved with monitoring the price risks of the mortgage servicing assets (MSR) and mortgage secondary marketing activities. She also monitors the risks of the Treasury Investment portfolio. For the past few years Rashmi had been involved with enhancing the price risk framework of the MSR and mortgage secondary marketing activities.