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Olivier Salomé, Spiros Bourmbos and Loïc Vanherck

Olivier Salomé; knowledge Leader in credit risk at Risk Dynamics, part of McKinsey & Company, joining the Brussels Office in 2009, working for leading Banking and Insurance Groups in Europe, Middle-East, North America, and Australia. Leading projects focused on: validation of credit risk models (Scoring, IRB, IFRS9, ECAP, Stress Testing and CCAR, Re-insurance), definition of risk validation methodologies, frameworks, governance and policies, advisory and gap analysis on IRB applications and ICAAP, P&L projections and balance sheet simulations, regulatory management (EBA review of IRB approach and ECB TRIM). Before joining Risk Dynamics, Teaching Assistant in statistics and economics at Université de Mons-Hainaut (1993-1995 and 1997-2000), Research Fellow at the Macroeconomic Modelling Bureau of the Université of Warwick (1995-1997), Risk Officer at Fortis Bank on Basel II credit risk modeling (2000-2006), and Senior Risk Methodologist on Basel II regulatory and economic capital modelling at Dexia Bank (2006-2009). Loïc Vanherck is a senior consultant at Risk Dynamics where he focuses mainly on market risk, liquidity risk and model risk management. He holds a Master of Science in Electro-mechanical Engineering from the Université libre de Bruxelles and a Complementary Master in Management from Solvay Brussels Schools. He advised several central counterparties on their liquidity risk management frameworks and participated to several Initial Margin model validation. Loïc also advised an European bank on the global model risk management transformation by developing and implementing the model risk framework roll out program at global and local levels based on inventory set-up, MRM governance framework and implementation.

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Olivier Salomé, Spiros Bourmbos and Loïc Vanherck

Olivier Salomé; knowledge Leader in credit risk at Risk Dynamics, part of McKinsey & Company, joining the Brussels Office in 2009, working for leading Banking and Insurance Groups in Europe, Middle-East, North America, and Australia. Leading projects focused on: validation of credit risk models (Scoring, IRB, IFRS9, ECAP, Stress Testing and CCAR, Re-insurance), definition of risk validation methodologies, frameworks, governance and policies, advisory and gap analysis on IRB applications and ICAAP, P&L projections and balance sheet simulations, regulatory management (EBA review of IRB approach and ECB TRIM). Before joining Risk Dynamics, Teaching Assistant in statistics and economics at Université de Mons-Hainaut (1993-1995 and 1997-2000), Research Fellow at the Macroeconomic Modelling Bureau of the Université of Warwick (1995-1997), Risk Officer at Fortis Bank on Basel II credit risk modeling (2000-2006), and Senior Risk Methodologist on Basel II regulatory and economic capital modelling at Dexia Bank (2006-2009). Loïc Vanherck is a senior consultant at Risk Dynamics where he focuses mainly on market risk, liquidity risk and model risk management. He holds a Master of Science in Electro-mechanical Engineering from the Université libre de Bruxelles and a Complementary Master in Management from Solvay Brussels Schools. He advised several central counterparties on their liquidity risk management frameworks and participated to several Initial Margin model validation. Loïc also advised an European bank on the global model risk management transformation by developing and implementing the model risk framework roll out program at global and local levels based on inventory set-up, MRM governance framework and implementation.

Recent Posts

Olivier Salomé, Spiros Bourmbos and Loïc Vanherck

Olivier Salomé; knowledge Leader in credit risk at Risk Dynamics, part of McKinsey & Company, joining the Brussels Office in 2009, working for leading Banking and Insurance Groups in Europe, Middle-East, North America, and Australia. Leading projects focused on: validation of credit risk models (Scoring, IRB, IFRS9, ECAP, Stress Testing and CCAR, Re-insurance), definition of risk validation methodologies, frameworks, governance and policies, advisory and gap analysis on IRB applications and ICAAP, P&L projections and balance sheet simulations, regulatory management (EBA review of IRB approach and ECB TRIM). Before joining Risk Dynamics, Teaching Assistant in statistics and economics at Université de Mons-Hainaut (1993-1995 and 1997-2000), Research Fellow at the Macroeconomic Modelling Bureau of the Université of Warwick (1995-1997), Risk Officer at Fortis Bank on Basel II credit risk modeling (2000-2006), and Senior Risk Methodologist on Basel II regulatory and economic capital modelling at Dexia Bank (2006-2009). Loïc Vanherck is a senior consultant at Risk Dynamics where he focuses mainly on market risk, liquidity risk and model risk management. He holds a Master of Science in Electro-mechanical Engineering from the Université libre de Bruxelles and a Complementary Master in Management from Solvay Brussels Schools. He advised several central counterparties on their liquidity risk management frameworks and participated to several Initial Margin model validation. Loïc also advised an European bank on the global model risk management transformation by developing and implementing the model risk framework roll out program at global and local levels based on inventory set-up, MRM governance framework and implementation.

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