Languages: English, French
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.
About the training
#creditrisk #ifrs9 #riskmodels #IRBA #basel #ECL #expectedcreditloss #SPPI #forwardlooking #pit
The purpose of this workshop is to understand the new credit risk framework resulting from the implementation of the recent accounting standard IFRS 9: Credit risk now assessed until the maturity of the transactions, sensitive to macro-economic forecasts, point-in-time, based on economic valuation, and including prepayments, fees and costs. By the end of the workshop, participants have a clear understanding of the impact of IFRS 9 on their credit risk environment; how the latter must evolve from the regulatory framework and what are the multiple impacts on provisioning, credit risk models and IT.
How is business impacted by the enhanced ability to measure credit risk?
Clear understanding of the impact of IFRS 9
The impact of IFRS 9 on their credit risk environment
How the latter must evolve from the regulatory framework?
What are the multiple impacts on provisioning, credit risk models and IT?