|Banks Capital Management: How to link risk, return and capital to maximize the bank’s value creation?
|Credit risk and IFRS 9 Workshop: A review of credit risk in light of the recent IFRS 9 standard
|Financial Risk Management: What are the principles and mechanisms of Risk Mangement in banks?
Jean-Bernard Caen has more than 25 years’ experience in risk, regulation and finance within the banking industry. As an expert on Risk and Finance issues, he contributes actively to improve banks responses to their evolving regulatory and financial environment. This includes upgrading processes such as capital allocation, ALM, funds transfer pricing, RAROC, and dynamic provisioning (IFRS 9). He also works on regulatory matters and technological evolutions.
Until recently, for 12 years, he was in charge of Economic Capital and Basel 2/3 Pillar 2 for a global systemic institution, Dexia; as such he worked on capital allocation, risk appetite and budgeting as well as on macro-prudential regulation, sovereign and systemic risk.
Before that, also for 12 years, he was CEO of FTM, a management consulting firm that he founded, specialized in enhancing the shareholder value of financial institutions.
An MIT alumni, Jean-Bernard is an experienced banker, senior lecturer, writer of reference articles, teacher in Risk and Finance matters and executive in a number of professional associations.