IFRS 9 | 2020 Year End Results in 10 Charts
This blog looks at the year-end 2020 loss reserving trends and outlook for UK banks.
We have analysed the aggregate position of the...
I am an Advisory Partner, and lead the Financial Risk Measurement team in the UK. I lead Deloitte’s Banking Book Credit Risk practice in North and South Europe and specialise in the development, validation, implementation and application of all types of credit risk modelling
Industry experience:
I have 30 years of Financial Services and Consultancy experience including 18 years with Barclays Bank, where I led the commercial credit risk modelling team for the international businesses covering 27 countries.
At Deloitte my work has focused on supporting clients in Europe and Australasia to meet regulatory and business requirements by developing or enhancing their credit risk measurement tools, IRB systems, stress testing capabilities, capital and impairment calculations, model governance and validation processes. More recently I have lead the development of Deloitte’s IFRS9 collective provisioning model approaches, and been involved in supporting the regulatory initiatives such as BoE and ECB stress testing and TRIM. I provide advice on Model Risk Management, three lines of defence operating models.
Outside work my main interests are racing saloon cars with my youngest son, and playing and recording music with my oldest son. I also enjoy eating all the foods of the world and matching this with an appropriate glass of wine.
Financial Services Insights - Deloitte experts share their thought leadership and insights
This blog looks at the year-end 2020 loss reserving trends and outlook for UK banks.
We have analysed the aggregate position of the...
Two years ago we noticed a resurgence in portfolio risk modelling and some new trends in the modelling practices being implemented,...
Two years ago we noticed a resurgence in portfolio risk modelling and some new trends in the modelling practices being implemented,...
On the 26th of August 2020 the Prudential Regulation Authority (PRA) and Financial Conduct Authority (FCA) released updated guidance...
We have updated our Lifetime Expected Credit Loss (LECL) estimates for the benchmark secured and unsecured portfolios, using August...
As a free user, you can follow Passle and like posts.
To repost this post to your own Passle blog, you will need to upgrade your account.
For plans and pricing, please contact our sales team at sales@passle.net