Regulatory Pressure for Credit Risk

Regulatory Pressure for Credit Risk: How to implement cost-saving methods?

Basel has created stringent requirements for credit risk. There are new calculations for risk weighted assets and capital floors. Furthermore the SA-CCR approach from Basel will effect capital requirements for financial institutions. With all these changes, it provides a great opportunity for change and streamlining processes and implementing new systems to manage not only credit risks but all areas of risk management.

Donna-Maree Vinci

Non Executive Director

Greater Bank

Donna has been at the forefront of the strategy, business, digital, technology, operations, regulatory and risk management for the organisations she has worked with. Her extensive experience in, and her track record of delivering digital disruption and transformation projects for major financial services organisations globally enables her to play a key role in business decisions as they continue to digitise their business and create new customer experiences.

Donna’s focus is not just being technologically driven, a large part of her approach is centered on culture/mindset, customer platforms, partnerships, team development, leadership and a commitment to continuously learn through new experiences and creating new possibilities that enable change.

From ‘finding her passion’, to ‘living her passion’ to ‘expanding her reach’, Donna has used her experience and opportunities to elevate her people and businesses to be competitive in the fast pace of change and is known for her commitment to paying-it-forward to others.

In addition to her executive business roles, Donna has held a number of leadership roles incorporating corporate responsibility, diversity and inclusion programs into any strategy and operating rhythm, such as is her roles as the chair and executive sponsor of Diversity & Inclusion, Indigenous Reconciliation Programs and Domestic and Family Violence initiatives.

Donna is currently the Chief Operating Officer at GenVis Pty Limited and, also currently serves as a Non-executive Director on the boards of a number of organisations in the financial services, education, compliance and risk management sectors.

Donna previously held senior leadership positions at Bank of Queensland as the Chief Digital and Information Officer, IAG where she was Group General Manager, Group Digital and Group CIO, and prior to that, Donna was the Chief Operations and Information Officer of Westpac’s Institutional Bank for four and half years. Donna has also held many global executive management roles at Citigroup over a span of fifteen years, including Regional CIO and Global Head of Technology Risk Management.

Outside of her corporate roles, Donna actively works with not-for-profit organisations in both formal and informal capacities across healthcare, education and community services, to support her passion of paying it forward and making a societal impact.

In 2019, Donna was awarded Cisco’s Women in IT, 2019 CIO of the Year Award.

Jerome Mornet

Head of Global Risk Analytics Asia Pacific

HSBC

Jerome Mornet is Regional Head of Global Risk Analytics, Asia Pacific (GRA ASP) in HSBC’s Risk Department in Hong Kong. Mr Mornet is responsible for the credit risk models covering Wholesale portfolios for regulatory capital, stress testing and IFRS9, Market and Counterparty Credit Risk models, Financial Crime Risk models for HSBC Asia Pacific.

Prior to his current role in HSBC, Mr Mornet was responsible for the Credit Risk models for ANZ Group and also worked for various large international companies including , ING and Accenture. Mr Mornet holds a master of computer science and a master of business administration.

Yves Tomballe

Chief Risk Officer

MUFG

With more than 15 years’ international experience in derivatives trading and risk management, Yves currently holds the position of country chief risk officer for MUFG Bank Singapore. Previously, he was head of the market risk department for Asia, responsible for monitoring the bank's market and funding liquidity risk, and overseeing the implementation of the latest local regulatory requirements across the region.

Prior to joining MUFG Bank, Yves worked as an interest rates options trader at Standard Chartered Bank in London, Dubai and New York, covering interest rates derivatives in various markets before joining the risk management team in Singapore. He started his career at Dexia Bank in Brussels as a derivatives structurer and holds a master's degree in business engineering from ICHEC Brussels.

Mourid Nasri

Wolters Kluwer

Director, Account & Relationship Management, APAC

Mourid is the head of business development and account management in WK for Asia-Pacific.

Mourid is an Enterprise Risk Solutions expert with an international background based in Singapore. He spent the past 11 years in both Asia (Hong Kong and Singapore) and Europe (Germany and UK) with focus on advising financial institutions around credit risk modelling, balance sheet management, regulatory capital and stress testing. He has gained expertise across various risk solution domains and has built a strong risk practitioner network across the region. Mourid holds a Master’s in Quantitative Economics from Goethe University in Frankfurt, Germany.

Overview
  • Overview of the Basel approach to Credit Risk
  • What are the various factors that have been affected in credit risk by the new RWA system from Basel
  • The benefits of using the SA-CCR approach and implementation within financial institutions
  • How Basel triggers possibilities to streamline systems within financial institutions
  • Lessons learned or case study that highlight how streamlining processes have benefited banks
Who should attend?

The event is designed for senior risk professionals that work in banking. Job roles include, but are not limited to:

Chief Risk Officer
Head of Risk
Risk Director
Vice President - Risk

While audience participation isn't required, we want this online session to be as interactive as possible and encourage attendees to ask questions and make comments.

About Risk.net think tanks

Risk.net think tanks are virtual roundtables designed exclusively for senior executives. These virtual events provide an intimate, board room style setting for executives to discuss a specific trend or challenge in order to develop the best course of action to address it. The discussion is conducted under Chatham House rules which means it is off the record hence participants can share their views openly, freely and anonymously.

Risk.net would welcome senior practitioners to take part to exchange idea with peers and to move forward together during uncertain times.

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