Managing Director, Product Management
Based in Paris and working within Moody’s Analytics Enterprise Risk Solutions business, Pierre-Etienne is responsible for developing and supporting the software regulatory products line. He has a significant risk management background, specializing in credit risk, and is a regulatory expert on Basel I, II, and III.
He completed his Electronic Engineering degree from Supélec (France), has a MS in Computer Science from GeorgiaTech (US), and a BA in Economics from Paris University (France).
Integrated Regulatory Reporting: from Driving Reports to Data-Centric Approaches
This article explores the new and upcoming challenges in reporting, driven by regulatory and business needs. Institutions need to rethink their reporting infrastructures and move to an integrated approach, breaking the internal silos between risk and finance.
Standardized Approach for Capitalizing Counterparty Credit Risk Exposures
This paper adresses the new standardized approach for capitalizing counterparty credit risk (SA-CCR) associated with OTC derivatives, exchange-traded derivatives, and long settlement transactions introduced by BCBS in March 2014.
Regulatory Insight for Banks
The July issue of this newletter provides the latest updates about regulations for banks.
Integrated COREP and FINREP Reporting: A Best Practice Framework
This paper provides an overview of the COREP and FINREP reporting requirements, together with the challenges they present to bank management. It also proposes a framework, leveraging a centralized data platform, that helps banks to deliver integrated, consistent COREP and FINREP reports to their supervisors, on time and cost effectively.
The challenges and opportunities of implementing Basel III
As banks get to grips with the business and financial implications of Basel III, the next step for many is to understand how they can develop their banking infrastructure to implement the regulations. Pierre-Etienne Chabanel, Managing Director, Moody’s Analytics, outlines the challenges and opportunities.
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