Director, Business Development - EMEA
Nicolas is responsible for thought leadership on ALM, liquidity, and market risks for the EMEA region to help financial institutions define a sound risk management framework.
Areas of focus include: ALM, liquidity risk, Basel II, risk management, stress testing, interest rate risk management, funds transfer pricing, and enterprise risk management.
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.
This article compares the similar concepts of enterprise risk management and integrated risk management, and considers what risk practitioners can learn from an analysis of the best practices of each in order to strengthen businesses.
Integrating different risks in a single framework greatly benefits all financial institutions – leading to better communication, risk assessment, and long-term performance.
This article illustrates that a crisis can occur, or be exacerbated, when risks are managed in different silos in banks. It first defines the different types of risks that can be correlated and provides examples that illustrate how banks should model the different risks together.
The presentation looks at what is the impact of the new Basel III regulation on the liquidity framework, what are the best practices for Asset & Liability Management, Economic scenario generation and calculation techniques, Managing the Basel III ratios
This presentation gives examples of how stricter rules on higher capital requirements will impact on the Liquidity coverage ratio (LCR) and capital allocations. It finds there will be more constraints for banks, and touches on the importance of liquidity buffers; but it also champions shared ownership, better risk management and better performance management as the necessary response to Basel III.
New regulations under Basel III tightened the regulatory framework and led to a greater focus on liquidity risk management. This presentation looks at how Basel III achieves this. It also offers a breakdown of the results of the QIS liquidity ratios, all of which point to a need for better and more comprehensive performance management.