Moody's Analytics Summit Roadshow 2023 brings together members of the banking community to network and learn about best practices, innovations, and forward-looking thought leadership.
European Banking Roadshow: Paris
Decode Risk. Unlock Opportunity
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13:00
Registration and lunch
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14:00
Opening remarks (French)
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14:10
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14:40
Economic overview (French)
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15:10
Fireside Chat: GenAI: Disrupting to the traditional banking business model (English)
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15:40
Coffee Break
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16:00
Breakout Session 1
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Risk & Finance (French)
Managing Interest Rate Risks in an high interest rate Environment
-IRRBB in the context of high interest rates
-Impact of interest rates on models
-Defining meaningful scenarios in this context
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ESG & Climate (French)
Evolution of Climate and Environmental Change Expectations and Requirements
Market overview
- Current regulatory status and new requirements currently under negotiation by regulators at EU level
- Evolution in banking market practices to integrate ESG and climate risks. Overview of the challenges banks are facing
- Overview of the tools and solutions implemented by MA to support banks in alignment with the latest ECB recommendations through the integration of ESG & climate risks
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KYC & Compliance (French)
Adapting to Change: Exploring the Impacts of Lowering the Beneficial Ownership Threshold in the new EU's AML regulation
This session will examine the impact of this adjustment on financial institutions' workflows and their access to beneficial ownership registers, as well as their heightened obligation to proactively detect and report any discrepancies.
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16:30
Breakout Session 2
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Risk & Finance (French)
Implications of Basel 3 reforms on capital planning and business models
- EY Final Basel III key findings and impacts
- Key aspects relative to capital management, planning and digital transformation under the new Basel rules•Capital/Risk Appetite Allocation implications – Capital planning – steering & Management of product mix – Balance sheet view
•Technology as an enable - Digital Transformation covering compliance impacts on architecture/IT, Data Management & operational resilience -
ESG & Climate (English)
Climate Change: Impact on the Auto Industry Credit Risk Depends on a Climate Scenario
- Global damages and CO2 Price Paths determine climate scenario severity
- Physical risk reflects company’s location
- Sector and firm-level emissions matters for the transition risk
- Tesla bets on a transition scenario
- Financials consistent with the climate model
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Towards perpetual KYC (French)
Addressing the data architecture and data quality challenge in the context of regional needs, post Brexit, to meet the ECB data strategy
This session will examine the notion of perpetual or continuous KYC and KYO ( know your obligations), in recognition of the challenges and opportunities it presents to Banks Continental Europe whilst engaging with said strategy:
The European data strategy aims to make the EU a leader in a data-driven society. Creating a single market for data will allow it to flow freely within the EU and across sectors for the benefit of businesses, researchers and public administrations. The European data strategy aims to make the EU a leader in a data-driven society. Creating a single market for data will allow it to flow freely within the EU and across sectors for the benefit of businesses, researchers and public administrations.
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17:00
Breakout Session 3
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17:30
Drinks reception
Early warning and Data/AI in Loan Monitoring
Early warning of material risk is one of the fundamental challenges of
credit risk analysis. For those managing loan portfolios, a common pain
point is the ability to get a signal of excessive risk in a timely
fashion.
In our recent market survey, we found that 1 in 3 banks is looking to
improve their loan monitoring activities in the near future.
Applying AI to Write Credit Memos
Advances in artificial intelligence (AI) are rippling across industries. In banking, it's enabling progress in customer targeting, credit decisioning, and portfolio management. In this session, we'll share some of the work Moody's is doing to integrate AI in loan origination solutions – specifically, leveraging generative AI to streamline credit memos for new deals or renewals.
The Next Era of Onboarding and Risk Assessment
Who am I doing business with? What are the risks associated with a new or known customer? These are seemingly straightforward questions that, for many banks, do not have a straightforward answer. Moody’s Analytics data and analytics enable our customers to address these risk areas with confidence.
An Integrated Perspective on ESG
ESG risks, including those arising from climate change, are among the key risks shaping the financial industry. They are also interconnecting with other risk drivers, raising market demand for integrated risk assessments incorporating ESG. Learn how Moody’s leverages more than a century of insights and credit expertise to give a curated view of ESG and climate data and insights.
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Alain Laurin is an Associate Managing Director in the Financial Institutions group with responsibility for ratings on banks in France, the Benelux, Italy and Iberia.
Prior to joining Moody’s in August 2008, Alain was at Banque of France for 25 years where he held several positions in the International department – including a seven-year secondment to the World Bank – and at the Banking Commission where he was Director of off-site supervision between 2006 and 2008.
Alain holds a Master Degree in Economics (University of Bordeaux) and Sciences Po (Bordeaux).
With experience across corporate social responsibility (CSR), sustainable finance, climate risk and ESG regulation, Pelletier is responsible for advancing Moody’s ESG & Climate solutions according to the individual needs of financial institutions – and supporting clients to integrate ESG and Climate risk monitoring across their value chain.
Prior to joining Moody’s in 2022, Pelletier oversaw the implementation of CSR policies at BNP Paribas’ Corporate and Investment Banking (CIB) arm, having designed the bank’s Sustainable Finance program that promoted sustainability principles across every operational unit. Her pioneering team led the bank’s debut green bond issuance and sustainability-linked loan.
In addition to roles with Fortis Bank, Pelletier has also held roles in asset management where she worked on launching one of the world’s first index-linked green bonds supporting the transition to a low-carbon economy. Her career began at Société Générale within its Global Markets division.
Pelletier is a trained economist with a PhD from Dauphine University in Paris.
Nicola is a deep subject matter expert in financial crime prevention, and throughout his international career, he has gained extensive industry experience having worked for different global information providers and corporate governance advisors. Nicola also brings valuable regulatory experience having participated to the AMF – the French Market Regulator Commission. Nicola holds an Executive MBA from the French business school ESCP Europe and the International Diploma in Financial Crime Prevention awarded by the ICA.
Francis is a Director, Industry Practice Lead, Financial Crime Compliance – (France, French Speaking Africa, Germany, Austria, Switzerland, BENELUX – Banking, Asset Management & Insurance).
Francis joins us from Sumitomo Mitsui (SMBC), where he was head of Compliance, responsible for second line of defense stewardship of senior management and the effective set up of the Risk and Control framework for an EU entity in compliance with French and Germany passported regulatory requirements.
Francis has a background in regulation implementation with a focus on impacts on governance and reporting, risk taxonomies, developing and strengthening controls frameworks, and inherent to residual exposure management. Prior to SMBC, Francis spent 8 years at HSBC in Group, EMEA and continental Europe roles, working on:
-regulatory investigations (US Monitor associated to the deferred procedural agreement following money laundering failures worldwide),
-the integration of Compliance risks management under Operational risks worldwide
-the transformation of compliance controls governance during the rationalisation of legal entities across EU, delivering and leading operational compliance change management programmes.
Francis also spent 4 years between the UK and Luxembourg at PwC and Deloitte strengthening financial crime frameworks and Financial Crime policy to process standards.
Alexis is a Director in the Moody’s Analytics Portfolio Product Management team.
With a technical post degree in economics from the University of Panthéon-Assas in Paris, Alexis has 15+ years’ experience in risk management and valuation, having been working in sales, pre-sales, product, project management & strategy roles across various environments (banks, consultancy and software houses).
Prior to his current role at Moody’s Analytics, Alexis was leading sales and pre-sales for the French speaking region at Numerix, addressing derivatives pricing, market & counterparty risks as well as Insurance ALM risks solutions spanning both sell and buy side segments. In addition to this responsibility, Alexis also oversaw regulation topics (Basel III, FRTB, EMIR, Solvency 2), working closely with Quantitative Research and Product Management teams in order to foster both development and new generation of the Numerix Solutions. Previously and in particular, Alexis spent 7 years as a Portfolio Management & Valuation Sales Specialist at Moody’s Analytics, focusing on the Portfolio IP content across the EMEA Region. Alexis also worked at various consultancy and software companies, implementing and designing risk solutions for several major financial institutions.
Dr. Petr Zemcik is a Senior Director at the Moody’s Analytics London office who supervises a focused applied research team of risk modelers and data scientists located in the UK, the US, Czechia, and UAE. Petr leverages on his extensive experience as an engagement lead for internal and external projects to design and validate retail and corporate PD/LGD/EAD credit risk models for IFRS 9, A-IRB, and stress testing, as well as macroeconomic country and regional models for economic forecasting. His team currently concentrates on linking climate change scenarios to credit risk and on embedding macroeconomic scenarios across credit risk models, while also working on projects and products related to regulatory compliance for stress testing & ICAAP and CECL & IFRS 9. The team con tributes to the support of the following Moody’s credit risk products and models: Corporate Expected Default Frequency (EDF) for Risk Calc and Credit Edge; Credit Transition Model (CTM) & Moody’s Market Implied Ratings (MIR); and PD/Prepayment/LGD/EAD for retail portfolios in the Portfolio Analyzer (PA) platform. Petr previously worked at CERGE-EI, a joint workplace of the Center for Economic Research and Graduate Education of Charles University in Prague and the Economics Institute of the Academy of Sciences of the Czech Republic, and at Southern Illinois University in Carbondale. He holds a PhD and an MA in Economics from the University of Pittsburgh and an MSc in Econometrics and Operations Research from the University of Economics in Prague.
Francis is a Director, Industry Practice Lead, Financial Crime Compliance – (France, French Speaking Africa, Germany, Austria, Switzerland, BENELUX – Banking, Asset Management & Insurance).
Francis joins us from Sumitomo Mitsui (SMBC), where he was head of Compliance, responsible for second line of defense stewardship of senior management and the effective set up of the Risk and Control framework for an EU entity in compliance with French and Germany passported regulatory requirements.
Francis has a background in regulation implementation with a focus on impacts on governance and reporting, risk taxonomies, developing and strengthening controls frameworks, and inherent to residual exposure management. Prior to SMBC, Francis spent 8 years at HSBC in Group, EMEA and continental Europe roles, working on:
-regulatory investigations (US Monitor associated to the deferred procedural agreement following money laundering failures worldwide),
-the integration of Compliance risks management under Operational risks worldwide
-the transformation of compliance controls governance during the rationalisation of legal entities across EU, delivering and leading operational compliance change management programmes.
Francis also spent 4 years between the UK and Luxembourg at PwC and Deloitte strengthening financial crime frameworks and Financial Crime policy to process standards.
Pierre Mesnard is a Solution Specialist at Moody’s Analytics. Based in Paris, he works closely with Financial Institutions across the EMEA region. He advises them on how they can cope with increasing regulatory requirements as well as on managing their balance sheet within Moody’s Analytics software solutions.
Pierre joined Moody’s Analytics in 2007, and prior to joining, Pierre was a project manager in a consulting company where he advised major industrial groups on their IT infrastructure and processes.
Pierre holds a Telecommunications engineer/Masters Degree from Télécom ParisTech.
Antonios is a Senior Director in the Banking strategy group, focusing on market development for banking solutions. Previously with the Moody’s Analytics EMEA advisory team, he has led engagements on IFRS9 provisioning, portfolio modelling and stress testing among others.
Prior to joining Moody’s he was helping clients improve and develop their risk and capital management capabilities as part of the EY Financial Services advisory practice in the UK, after a number of years in quantitative and analytics leadership roles in banking.
Antonios holds a Masters in Economics and Finance with focus in Econometrics from Warwick Business School and an Economics honours degree from Bradford University.