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Based in Paris and working on Moody’s Analytics enterprise risk solutions business, Pierre-Etienne is responsible for developing and supporting the software regulatory products line. He has a significant risk management background, specializing in credit risk, and is a regulatory expert on Basel I, II, and III.

He completed his Electronic Engineering degree from Supélec (France), has a MS in Computer Science from GeorgiaTech (US), and a BA in Economics from Paris University (France).

Related Insights
Whitepaper

Proposed Capital Framework for Operational Risk

The Basel Committee on Banking Supervision (BCBS) published its second consultation on the capital measurement for operational risk in March 2016. This whitepaper gives a thorough overview of the BCBS's consultation and the quantitative impact study (QIS) on the proposals set out in this consultation. The results of this study and comments received are expected to be used as inputs to the final design and calibration of the operational risk framework.

March 2017 Pdf Pierre-Etienne Chabanel
Whitepaper

Capital calculations under the revised securitasation framework - whitepaper

The Basel Committee on Banking Supervision issued the final Basel III securitization framework in July 2016, incorporating the alternative capital treatment for simple, transparent, and comparable (STC) securitizations. This framework comes into effect in January 2018. This paper reviews the prescribed hierarchy of approaches, and looks at the potential overall impact of the framework on banks.

January 2017 Pdf Pierre-Etienne Chabanel
Newsletter

Banking Regulatory Insight Newsletter – October 2016

Coverage this month includes the BCBS's consultative document and discussion paper on Basel III; the EBA's final guidelines on implicit support for securitization transactions; the SEC's adopted rules for open-ended, mutual, and exchange traded funds; and more.

October 2016 Pdf Pierre-Etienne Chabanel
Whitepaper

Net Stable Funding Ratio

This Whitepaper provides a detailed description of the upcoming Net Stable Funding Ratio (NSFR) requirements under Basel III liquidity compliance.

June 2015 Pdf Pierre-Etienne Chabanel
Whitepaper

Capital Requirements for Banks' Equity

In December 2013, the Basel Committee on Banking Supervision released the final policy framework for the capital treatment of banks' equity investments in funds that are held in the banking book. The final policy framework will apply to investments in all types of funds and to all banks, irrespective of whether the banks apply the Basel framework's standardized approach or an internal ratings-based (IRB) approach for credit risk. The final framework will be applicable as of January 1, 2017.

November 2014 Pdf Pierre-Etienne Chabanel
Whitepaper

Supervisory Framework for Measuring and Controlling Large Exposures

The Basel Committee on Banking Supervision (BCBS) released the final policy framework for the measurement and control of large exposures1 in April 2014. The final framework takes into account the industry comments on the March 2013 proposal2 and would replace the Committee's 1991 guidance.

November 2014 Pdf Pierre-Etienne Chabanel
Article

Integrated Regulatory Reporting: From Driving Reports to Data-Centric Approaches

This article explores the new and upcoming challenges in reporting, driven by regulatory and business needs. Institutions need to rethink their reporting infrastructures and move to an integrated approach, breaking the internal silos between risk and finance.

November 2014 WebPage Pierre-Etienne Chabanel
Whitepaper

Standardized Approach for Capitalizing Counterparty Credit Risk Exposures

This paper adresses the new standardized approach for capitalizing counterparty credit risk (SA-CCR) associated with OTC derivatives, exchange-traded derivatives, and long settlement transactions introduced by BCBS in March 2014.

May 2014 Pdf Pierre-Etienne Chabanel
Whitepaper

Regulatory Insight Banks - October 2013

This month's Regulatory Insight Newsletter focuses on Liquidity Risk and Stress Testing

November 2013 Pdf Pierre-Etienne Chabanel
Presentation

Solving Regulatory Reporting Challenges

Learn from the experts how to untangle the many regulatory reporting challenges presented by today's Basel III, DFAST, and CCAR requirements.

October 2013 Pdf Pierre-Etienne Chabanel, Robert Wyle
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