EMENA ADVISORY

 

Risk strategy

Embedded the Risk Appetite Framework into steering processes for a leading bank in partnership with a leading strategy consulting firm

- Defined and prioritized key risks faced by the bank (>100 billion € of risk weighted assets)

- Developed a materiality methodology for selecting key risk factors, recommended limit calibration methodology as well as levels

- Linked Risk Appetite with Strategy and Financial Management processes

- Created a methodology to demonstrate products and services pricings alignment with risk strategy

 

Regulatory projects

Managed regulatory projects for large French banks and asset managers on liquidity and market risks

Led a 12 consultants team to define IMA (Internal Model Approach) methodologies and identify key levers to optimize FRTB impacts

Created a comprehensive methodological guide covering more than 200 high level market risks limits

Assessed risk management framework of a leading financial institution

 

Green Finance

Supported the implementation of the risk strategy and analysis of a new infrastructure debt fund (~500 million € of assets under management)

Facilitated several trainings for investment banking division sustainability experts on green financial innovation

Participated as guest speaker in world class events to promote innovative ideas (COP22, Geneva Summit on Sustainable Finance, etc.)