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Didier BLANCHARD

PARIS

En résumé

Mes compétences :
Basel Capital Accord, Basel 2 / 2.5 / 3
Financial management
top management
securitisation
functional supervision
credit risk
Risk Management
Regulatory Reporting
Project Management
Limit Monitoring
Group portfolio analysis
Group Risk Management
Foreign Exchange
Financial Analysis
Audit

Entreprises

  • SOCIETE GENERALE - Managing Director

    PARIS 2009 - maintenant Head of the ``Global Risk Measurement'' department (RISQ/STR) within the Group Risk Management division (member of Risk Executive Committee and Group Public Affair Committee).
    * ~120 people department, in charge of risk measurement and monitoring at Group level, in two main parts:
    * risk measurement and modelling, Basel 2/3:
    * credit risk models: development of non-Retail models, functional supervision of modelling teams for Retail models ;
    * economic and regulatory capital models (credit, market and operational risks) ;
    * independent model validation and Committee governance ;
    * regulatory projects: Basel 2.5, IFRS9; chairmanship of industry bodies and work groups (IIF, PECDC...) ;
    * Group portfolio analysis:
    * industry studies ;
    * stress tests (internal and regulatory), risk appetite framework, ECB's Asset Quality Review ;
    * Risk financial communication (to markets, regulator, Board and top management) ;
    * regulatory reporting (COREP, large exposures...).
    Supervision of ``structural risks'': liquidity, rates and forex (model validation and limit monitoring).

  • BNP PARIBAS - Director - Senior Structurer

    Paris 2007 - 2009 Creation, structuring and marketing of a structured credit offer to Credit Portfolio Managers / Capital Managers in financial institutions, with a focus on Basel 2 efficient transactions (credit derivatives, securitisation - liquids and illiquids -, other structured solutions).
    * structuring of the transactions (selection of portfolios, tranching, documentation, distribution...);
    * direct contact with clients (originators and investors), with a strong client base all over Europe and some clients in Asia and North America.

  • BNP PARIBAS - Director, Head of "Basel 2 Certification" in Group Risk Management

    Paris 2001 - 2007 20-people team, in charge of the independent validation of all systems and methodologies contributing to the assessment of credit risk over the whole Group (165,000 employees), notably in light of Basel 2. The team is organised in 4 poles of competence:
    * validation of credit risk qualitative methodologies: rating policies, financial analysis; review of credit files;
    * validation of quantitative methodologies and models: all rating models of retail and wholesale banking;
    * validation of IT systems and data quality;
    * Basel 2 regulatory expertise and project management; cell dedicated to securitisation and structured instruments.

    Main achievements:
    - 2002-2004: complete management of economic and regulatory capital calculations for BNP Paribas Group (including QIS);
    - 2005-2007: Basel 2 validation of the BNP Paribas Group by Commission Bancaire under the Advanced IRB Approach.

  • BANQUE DE FRANCE - Financial manager for the securities, payment systems and agencies network areas

    Paris 1999 - 2001 Financial management of revenues, activities, pricing, investments and projects following the "Activity Based Costing" method. Project manager for the implementation of an "Activity Based Management" tool.

  • BANQUE DE FRANCE - Audit and risk management functions at Commission Bancaire (French Banking Commission)

    Paris 1995 - 1999 1997 – 1999: Development of a model predicting bank default risks.
    Conception and development of a quantitative model for the anticipation of weaknesses at French banks (analysis of their asset portfolios and financial structure), used until Basel 2 by Commission Bancaire. Involvement in the Basel Committee's working groups on the future Basel 2 ratio.

    1997 – 1999: Deputy mission manager in several on-site inspections of Commission Bancaire.
    In large and medium French banks, audits of market rooms, of ALM department; inspection of credit businesses, validation of statistical models, examination of credit files. Procedure and organisation audits.

    1995 - 1997: Credit institutions analyst at Commission Bancaire.
    Supervision of a portfolio of some 40 branches and subsidiaries of foreign banks in France. Accounting and financial analysis, preparation of Commission Bancaire's sessions. Transversal studies, thoughts on the evolution of the applicable regulation.

Formations

  • Financial Services Authority (London)

    London 2007 - 2007 FSA Approved Person (CF21 / CF30 investment adviser)

  • Institut D'Etudes Politiques De Paris

    Paris 1990 - 1993 Sciences Po diploma

    Service Public, dominante économie

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