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

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

Building a Comprehensive FTP Framework for Stress Testing, Risk Appetite, and Forecasting P&L

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.

May 2015 WebPage Nicolas Kunghehian