Nicolas Kunghehian, a recognized thought leader at Moody’s Analytics on ALM, liquidity and market risks across EMEA, helps financial institutions throughout the region define a sound risk management framework. Over the years, he has shared his expertise in authoritative articles, presentations and white papers covering ALM, liquidity risk, Basel II, risk management, stress testing, interest rate risk management, funds transfer pricing, and ERM.
Worked with major French banks to implement ALM frameworks and IRRBB modeling, as well as to build efficient process workflows for IFRS9 impairment.
Participated in an FTP implementation project for a leading bank, including aligning its system with regulatory constraints.
With greater clarity of the regulatory compliance environment than at any time since before the financial crisis, banks have an excellent opportunity to get off the compliance treadmill and move forward with strategic technology platforms for managing risk.
This whitepaper covers the challenges and best practices for closer alignment of liquidity risk management and regulatory reporting.
The new Basel Committee on Banking Supervision (BCBS) standards for IRRBB come into force January 1, 2018. This paper looks at the standards from a practical implementation point of view and raises some of the main challenges.
In this webinar, experts from Moody's Analytics will demonstrate the three steps to managing liquidity, compliance and the business.
Funds transfer pricing (FTP) is of growing concern to banks and regulators. But what does FTP have to do with stress testing? A comprehensive FTP framework can help organizations use the results of stress tests to forecast their P&L across departments.
This webinar looks at the need for data quality when managing volatile ratios in a short period of time, improving performance in a low interest rate environment and fulfilling the detailed reports required by supervisors.