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    Nicolas Kunghehian

    Brings deep expertise in ALM, liquidity, and market risks

    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.

    École Nationale de la Statistique et de l'Administration Économique: Ingénieur, Finance
    École Polytechnique: Ingénieur, Mathematics
    Lycée du Parc: Mathematics
    Representative Projects

    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.

    Published Work