• Monitor and report risk based capital report , key risk indicators and corporate ratio (Life & non-life)
• Monitor the implementation of operation risk self-assessment by the business unit
• Develop risk-adjusted measurement and value-at-risk for market risk measurement
• Provide market risk and operational risk reports to risk management committee (RMC)
• Monitor and report loss ratio,frequency,severity and claim cost (non-life)
• Study and report OIC stress test template QIS2 and risk based capital phase 2 to risk management committee (RMC)
monitor,develop, implement and report of Market Risk with Operational Risk