Welcome to your interview.
The question is on your right: KRI Design for Market and Credit. Take a moment with it first.
Talk your thinking through with me if you like - when you're confident, submit your answer and I'll grade it like a real screen (7/10 or better passes). Discussion and graded submissions share your five interviewer interactions, so spend them well.
If given a portfolio of assets, what key risk indicators (KRIs) would you establish to monitor credit and market risk?