Hello, i'm
Welcome to my website! I hold a doctorate in Economic Sciences and have extensive experience as an analyst and researcher specializing in banking risks and prudential regulation.
Over the course of my 11-year career, I have worked as a consultant, analyst, and researcher in banking risks — particularly credit/counterparty risk and climate/ESG risks — and prudential standards. I am currently responsible for Economic Capital (within the ICAAP framework) at LBP.
My passion for understanding and shaping the banking landscape drives my ongoing academic research, particularly in risk management and the impact of environmental issues on the banking sector.
Beyond my consulting work, I am committed to sharing my knowledge through professional training sessions, conferences, and seminars on ESG risks, their impact on banks, and the related regulatory perspectives. I am also a member of the think tank BSI Economics, where I conduct studies and publish articles on financial stability issues, particularly those related to prudential regulation and sustainable finance.
Interests
Education
● Assessment and Calculation of Prudential Credit Risk Metrics● New Defnition of Default (NDOD) and Credit Quality Indicators● Audit and Control of Banking Data● Analysis and Interpretation of Regulatory/Prudential Standards● European Macroprudential Stress Tests● Environmental, Social, and Governance (ESG) Risks● Structural Models for Assessing Probability of Default● Counterparty Risk● Data Manipulation and Analysis● Programming: Skilled in VBA and R.● Writing: Experience in producing studies, scientifc articles, and regulatory notes.● Interpersonal Skills: Excellent communication, adaptability, responsiveness, and autonomy.
Expertise and Strengths: