ESG integration into model risk management

Nasir is managing partner of Basinghall Analytics and currently leads strategy of the firm, business and solution development.

He specialises in stress-testing and reverse stress-testing, model risk, recovery planning and resolution, capital and liquidity regulation and previous positions include banking book quant at Royal Bank of Canada, trading book quant at Toronto Dominion Bank, director at Arthur Andersen, partner at EY, managing director at BlackRock, advisory lead partner at Parker Fitzgerald.

Nasir has worked on such notable projects as: implementation of a stress-testing orchestration platform, implementation of a new model risk methodology and tool, design of supervisory framework at UK regulator. He has a MSc in Theoretical Physics and PhD in Mathematics from the Swiss Federal Institute of Technology in Lausanne (EPFL).

Horst specialises in risk modelling at financial institutions as well as model risk, with expertise across the full lifecycle and risk architecture. He is an experienced risk professional with a strong focus on model risk across the full spectrum of risk models for regulatory capital and impairments. He is able to communicate complex technical issues in an effective manner to prudential regulators and senior decision makers. He has a proven record of translating strategy into practical solutions delivered with highly engaged distributed teams. He is a frequent speaker for Risk Learning on diverse topics such as integrating ESG into model risk management, model risk management, and counterparty risk and SA-CCR.

John leads stress-testing and RRP solutions. He specialises in stress-testing, market risk in credit products and equities, risk framework and system design. Some of his most outstanding projects include stress-testing at a large UK bank, market risk integration at a large EU bank, design of country risk framework, implementation of an agile top-down stress-testing system.

Some of his previous roles include being a risk specialist at the Financial Services Authority, head of credit trading and structured credit at ABN Amro, head of equities market risk at RBS, head of stress-testing policy and model governance at HSBC. John has a MA in Economics from the University of Cambridge.