Page 25 - MONECO Financial Training Catalogue

CREDIT RISK MANAGEMENT: KEY CONCEPTS AND CURRENT DEVELOPMENTS

00
50
THURSDAY, SEPTEMBER 10 11 –12 30 14 –15 10
DAY THREE – LIFECYCLE, REPOR- Loan Maturation Break 10
10
-TING AND CURRENT ISSUES • IFRS 9 lifecycle 15 –16
00
09 –09 15 • Loans servicing Current Issues and Concerns
• NPL management
• Sovereign risk
Review and Warm Up • Portfolio steering • Macro-prudential topics
15
09 –10 40 • Lessons from recent crises
Origination and Pricing 12 –13 30 • Geopolitical risks
30
• Customer segmentation and KYC Lunch Break
• Credit risk assessment 13 –14 50 16 –16 30
10
30
• Credit refinancing Reporting and Disclosures Final Game
• RAROC pricing • Pillar 3
• Approval process
• Accounting disclosures
40
10 –11 00 • IT and data architecture
Break considerations

Lecturer: Jean-Bernard Caen
As a Policy Advisor within the consulting firm PRNS ‘parnass’ since 2014,
Jean-Bernard has been working on assignments for Financial Institutions in the
areas of risk-finance interactions, ALM, capital allocation, risk appetite and the
economic assessment of risks.
Before that, as Head of Economic Capital and Strategy for Dexia group for 12
years, he was in charge of Basel2 Pillar2 and Risk-Finance cooperation. He was
instrumental in working out and implementing Economic Capital as the internal
measure of risk. It was subsequently used in all risk vs. return processes across
the group, such as Risk Appetite, Risk Budgeting, RAROC and Capital Planning.
In 1990, Jean-Bernard founded the Management Consulting firm Finance &
Technology Management (FTM), which he ran for 12 years as the CEO. As such, he
directed numerous assignments for European Financial Institutions in the areas of
Shareholder Value, Risk Management, Capital Allocation and ALM.
He is a member of PRMIA France Executive Committee, of AFGAP Management Board, and he teaches
at the French National School of Economics and Statistics; he is also a senior lecturer and he published
numerous articles.
He is a French Civil Engineer and he graduated from MIT.

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