Fabien Charron

Financial Risk Management Consultant, QRM

Fabien Charron is a senior risk consultant at QRM. He is responsible for guiding European financial institutions towards best practices in the measurement and management of market, liquidity, and credit risks. He has been working in financial risk management for over 15 years with major financial institutions across Europe. He holds a master’s degree from Rennes School of Business as well as the FRM certificate from GARP.

All Sessions by Fabien Charron

11:35 - 12:10

FORWARD LOOKING RISK METRICS

Session: Leveraging Forward-Looking Risk Metrics to Improve Balance Sheet Hedging Practices

  • Highlighting limitations of traditional hedging approaches that rely on tactical rebalancing and spot risk metrics
  • Integrating forward-looking metrics into hedging practices to allow banks to better anticipate and proactively manage risk and improve balance sheet stability
  • Outlining the practical methods for embedding forward-looking analysis into existing Treasury and ALM risk frameworks
  • Addressing key implementation challenges, including data generation, scenario design, and integration into actionable strategies