General Information & Client Service
  • 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
Webinar-on-Demand

Bank RegTech Talks Webinar Series: The Rise of Integrated Balance Sheet Management

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.

November 2017 WebPage Karen Moss, Nicolas Kunghehian
Whitepaper

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
Whitepaper

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
Webinar-on-Demand

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
Article

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
Webinar-on-Demand

Data Quality for Accurate Liquidity Management

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.

April 2015 WebPage Nicolas Kunghehian
Article

Leveraging ERM as Part of an Effective Integrated Risk Management Framework

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.

November 2014 WebPage Nicolas Kunghehian
Article

Integrated Risk Management: Overcoming Bank Silos to Optimize Stress Testing

Integrating different risks in a single framework greatly benefits all financial institutions – leading to better communication, risk assessment, and long-term performance.

November 2013 WebPage Nicolas Kunghehian
Article

Breaking the Silos in Stress Testing

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.

September 2013 WebPage Nicolas Kunghehian

Créer et maintenir une culture des stress tests

La récente crise financière a mis l'accent sur le besoin de plus de stress tests comme un des principaux outils de la gestion des risques. Une organisation centralisée de la gestion des scenarios doit être au centre de l'architecture de la gestion des risques de l'entreprise.

March 26, 2012 Pdf Nicolas Kunghehian
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