Credit Risk Modelling - 2nd Annual European Banking Summit is part of the Informa Connect Division of Informa PLC

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Vivien Brunel
Head of Risk & Capital Modelling at SOCIÉTÉ GÉNÉRALE

Profile

Vivien Brunel heads the Risk and Capital Modelling department within Société Générale as well as the Risk Analytics program and has 20 years of experience in the banking industry. Vivien was previously the deputy head of the model validation team and before that he was a credit structurer in the alternative asset management industry. Vivien started his career in asset management at HSBC before joining Société Générale in 2002. Vivien holds a PhD from the University of Orsay, France.

Vivien Brunel's Network

Agenda Sessions

  • Chairperson’s Opening Remarks

    09:30
  • Panel Session: Addressing IRB Modelling Practical Challenges from Recent Regulatory Enhancements

    11:55
  • Panel Session: Discussing the Management of the Multiple Simultaneous Regulatory Demands for Model Redevelopment and Adjustment

    15:45
  • Panel Session: Insights into EBA Default Definition Implementation Experience, Resulting Impacts and Regulatory Change Process

    10:20
  • Panel Session: Refining IFRS 9 Modelling Solutions and Remaining Challenges Including Volatility and Sensitivity

    14:10