General Information & Client Services
  • Americas: +1.212.553.1653
  • Asia: +852.3551.3077
  • China: +86.10.6319.6580
  • EMEA: +44.20.7772.5454
  • Japan: +81.3.5408.4100
Media Relations
  • New York: +1.212.553.0376
  • London: +44.20.7772.5456
  • Hong Kong: +852.3758.1350
  • Tokyo: +813.5408.4110
  • Sydney: +61.2.9270.8141
  • Mexico City: +001.888.779.5833
  • Buenos Aires: +0800.666.3506
  • São Paulo: +0800.891.2518

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.

Related Insights

Liquidity Risk: Some Practical Challenges Remain, but this is the time to Automate & Integrate

This whitepaper covers the challenges and best practices for closer alignment of liquidity risk management and regulatory reporting.

October 2017 Pdf Nicolas Kunghehian, Karen Moss

Interest Rate Risk in the Banking Book: Meeting the Practical Challenges

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.

September 2017 Pdf Nicolas Kunghehian, Anne Deotto

Aligning Liquidity Compliance and the Business – A Three Step Approach

In this webinar, experts from Moody’s Analytics will demonstrate the three steps to managing liquidity, compliance and the business.

January 2016 WebPage Nicolas KunghehianPierre Mesnard