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Based in Paris and working on Moody’s Analytics enterprise risk solutions business, Pierre-Etienne is responsible for developing and supporting the software regulatory products line. He has a significant risk management background, specializing in credit risk, and is a regulatory expert on Basel I, II, and III.

He completed his Electronic Engineering degree from Supélec (France), has a MS in Computer Science from GeorgiaTech (US), and a BA in Economics from Paris University (France).

Related Insights

Proposed Capital Framework for Operational Risk

The Basel Committee on Banking Supervision (BCBS) published its second consultation on the capital measurement for operational risk in March 2016. This whitepaper gives a thorough overview of the BCBS's consultation and the quantitative impact study (QIS) on the proposals set out in this consultation. The results of this study and comments received are expected to be used as inputs to the final design and calibration of the operational risk framework.

March 2017 Pdf Pierre-Etienne Chabanel

Capital calculations under the revised securitasation framework - whitepaper

The Basel Committee on Banking Supervision issued the final Basel III securitization framework in July 2016, incorporating the alternative capital treatment for simple, transparent, and comparable (STC) securitizations. This framework comes into effect in January 2018. This paper reviews the prescribed hierarchy of approaches, and looks at the potential overall impact of the framework on banks.

January 2017 Pdf Pierre-Etienne Chabanel

Banking Regulatory Insight Newsletter – October 2016

Coverage this month includes the BCBS's consultative document and discussion paper on Basel III; the EBA's final guidelines on implicit support for securitization transactions; the SEC's adopted rules for open-ended, mutual, and exchange traded funds; and more.

October 2016 Pdf Pierre-Etienne Chabanel