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Vivien Brunel
Head of Risk & Capital Modelling at SOCIÉTÉ GÉNÉRALE


Vivien Brunel heads the Risk and Capital Modelling department within Société Générale as well as the Risk Analytics program and has 20 years of experience in the banking industry. Vivien was previously the deputy head of the model validation team and before that he was a credit structurer in the alternative asset management industry. Vivien started his career in asset management at HSBC before joining Société Générale in 2002. Vivien holds a PhD from the University of Orsay, France.

Agenda Sessions

  • Chairperson’s Opening Remarks

  • Panel Session: Addressing IRB Modelling Practical Challenges from Recent Regulatory Enhancements

  • Panel Session: Discussing the Management of the Multiple Simultaneous Regulatory Demands for Model Redevelopment and Adjustment

  • Panel Session: Insights into EBA Default Definition Implementation Experience, Resulting Impacts and Regulatory Change Process

  • Panel Session: Refining IFRS 9 Modelling Solutions and Remaining Challenges Including Volatility and Sensitivity