Featured Product

    Pierre Gaudin

    Advises financial institutions in Asia on credit decision, risk appetite management, risk monitoring, and process digitization.

    Pierre leads the Asia Pacific Credit Assessment and Origination prospective team at Moody’s Analytics. Pierre joined the firm in 2004 and has led several Basel RWA implementations for financial institutions in Europe and Asia. Previously, he developed Fermat Education services, designing and delivering Basel regulatory compliance, IFRS and ALM trainings to clients and partners worldwide. Pierre has 20 years of experience in software implementation for capital markets and risk management solutions for major commercial banks.

    education
    CentraleSupélec: Master’s Degree, computer systems and networks engineering
    Expertise
    solutions

    Credit Assessment: Automating the process of financial spreading and credit scoring increases loan application volume and helps lenders make better credit decisions.

    Credit Monitoring: Proactively monitoring the financial health of borrowers and the risk level of your loan portfolio increases the profitability of your lending business.

    Credit Risk Modeling: Moody’s Analytics delivers award-winning credit models and expert advisory services to provide you with best-in-class credit risk modeling solutions.

    Credit Risk Advisory Services: Moody's Analytics credit risk advisory services enable faster, better informed credit decisions through a holistic and consistent assessment of risk.

    TOPICS

    Default & Recovery Risk: Risks following a default event where the defaulting entity's contracts cannot be honored.

    Enterprise Risk: Business strategy to identify, assess, and prepare for any dangers to a firm's operations.

    Representative Projects

    Led several Basel RWA implementations, developed and delivered the Enterprise Risk Solutions education programs on RWA, IFRS9 and ALM for banks and financial institutions in Europe and Asia.

    Published Work
    Webinar-on-Demand

    Reducing Volatility in IFRS9 Provisions & Earnings, Through Governance and Credit Decision

    As preliminary IFRS9 results are being released, many institutions have concerns about variations in point-in-time credit assessment and forward-looking credit forecasts. These measurements are responsive to the economic environment, and highly dependent on changes in an institution's macroeconomic outlook.

    October 2017
    Whitepaper

    Anticipating and Benchmarking Variance in IFRS 9 Expected Credit Losses

    Many financial institutions are designing their model overlay with a view to manage macroeconomic forecast uncertainty and model risks. For this purpose, aside from the expected credit losses, risk management teams can provide the finance department with more measurements to anticipate variability and uncertainty levels around expected credit losses. This document discusses risk measurements that can be leveraged to achieve these objectives.

    July 2016
    Webinar-on-Demand

    Webinar with the Asian Banker: Managing IFRS 9 expected credit losses and forecast

    For IFRS 9 impairment calculations, point-in-time forward-looking credit assessments are prone to be responsive to the economic environment and the periodic revision of the economic outlook. Therefore, the management of provision variances over time is a particular area of focus.

    July 2016
    Whitepaper

    Managing IFRS 9 expected credit losses variance and forecast uncertainty

    As financial institutions are currently focusing on the execution of their IFRS 9 program and solution integration, risk and finance teams are working together to anticipate their effect on the financial reports. Especially, on the impairment modeling side, point-in-time forward-looking credit assessments are prone to be more responsive to the surrounding economic environment than the through-the-cycle measurements in practice so far. As institutions are anticipating some variability of provisions levels in relation to evolving macro-economic assumptions as well as forecast uncertainty, the details of the macro-economic outlook and scenario assumptions as well as clarifications of provision variances over time, are set to be a particular area of focus.

    June 2016
    Article

    Modeling Techniques in Scenario-Based Risk Appetite Management

    To get senior stakeholders to buy in to alternative macroeconomic scenarios, risk management and ALM teams must assemble risk models and risk-adjusted performance measurements in their simulation tools. Institutions must switch from a qualitative to a quantitative approach to analysis.

    May 2015
    Article

    Leveraging Basel III Compliance Implementations

    This article examines how regulatory compliance initiatives worldwide have shaped current risk management systems and practices. It then covers the challenges and benefits of funds transfer pricing practices, profitability analysis, and stress testing-based governance practices.

    November 2014