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Alexandre Petrov Head of Group Credit Risk Corporate and IRB models at Nordea Bank AB

Profile

Alexandre is the Head of Nordea Group Credit Risk Corporate and IRB models unit consisting of 3 teams (25+ FTE in total, 8+ Consultants):

  • Rating Models Team, IRB Models Team and Standardized Approach
  • TeamResponsibilities:Development and implementation of Credit Risk Corporate, Non-Retail and Retail IRB models (PD, LGD, CCF) Maturity (M) estimation and monitoringRating models development and implementation
  • Periodical monitoring and re-estimation of IRB parameters (PD, LGD, CCF) PD Master Scales Analysis and data collection in relation to Standardized approach/portfolios and non modelled F-IRB parameters
  • Regulatory interactions and regulatory approvals of all IRB models in all countries of Nordea operations (ECB, 4 Nordic FSAs, as well as FSAs of other countries of Nordea operations)