Mourad Berrahoui

MD – Global Head of Counterparty Credit and Operational Risk Analytics, Lloyds Banking Group

I am, Head of Counterparty Credit Risk Modelling a LBG Group. In addition, I am sitting at executive risk committee

at LCH for the last 4 years, representing LBG group.

I have more than 20 years' experience in quantitative modelling as front office quant, head of model validation and

now head of CCRM, worked for different banks like Natixis, Commerzbank, Morgan Stanley, Nomura and for the last

7 years at LBG. In addition, I worked for couple of years as senior trader on structured credit products.

I authored several papers that have been published in Risk magazine on various topics like new concept of Potential

Future Exposure, SA CCR Capital, Wrong Way Risk and more recently I published on the topic of quantitative

climate finance

I hold MBA from Henley Business School and two DEAs (MSc) in France. One on Probability and Finance from

University Marie Curie and the second one on Economy from Ecole Normale Superieure de Cachan

All Sessions by Mourad Berrahoui

09:35 - 10:10

INTEGRATION OF CLIMATE STRESS TESTING RESULTS WITH BUSINESS OPERATIONS

Integrating forward-looking climate risk analyses into business operations

  • Shifting toward using stress test results for risk management and decision making
  • Aligning scenario design with business needs
  • Engaging business units and embedding climate risks into financial planning to achieve long-term adoption
  • Integrating climate risk into existing assessment frameworks
  • Focusing on how climate risk impacts decision making
  • Incorporating long run climate risk events into PD models