Pierre Gaudin
Senior Director
Pierre is in charge of strategic initiatives in Asia-Pacific for risk appetite management, stress testing, and origination at Moody’s Analytics, assisting with subject matter expertise, clients requirement analysis, and use case illustrations. He joined Moody’s Analytics via Fermat in 2004 and has led several Basel RWA implementations in Europe and Asia. He also developed Fermat Education services, designing and delivering regulatory compliance and ALM training to clients and system integrators worldwide.
Pierre has 15 years of experience delivering software implementation services for capital markets and risk management solutions at major commercial banks in Paris, Bruxelles, London, Hong Kong, and Singapore. He has a Master’s Degree in Systems and Networks Engineering from Supélec, France.
Related Insights
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.
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.
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.
