Bangkok Metropolitan Area
Over 18 Years of financial institution risk measurement experience accumulated across the ASPAC (Australia, NZ, Singapore, Hong Kong, Malaysia, Thailand, Indonesia, Philippines) and UAE regions both in an ‘in-house’ (Global/Domestic Systemically Important Banks (G/DSIBs)) and consultancy (Big 4 Advisory) capacity. Primary areas of practice & expertise: i) Credit risk measurement & management: stress testing, AIRB (across sovereign, FI, corporate, and retail), specialised lending, securitisation, economic capital, IFRS 9, scorecarding (application, behavioural & collection) ii) Operational risk measurement & management: data modelling, scenario analysis, simulation iii) Balance sheet/behavioural modelling: deposit attrition modelling & prepayment/pre-settlement modelling iv) Portfolio stress testing & economic capital modelling v) Internal capital/liquidity adequacy assessment process (ICAAP/ILAAP) vi) Recovery & Resolution Planning