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Christian Raynal
Associate Director, Senior Risk Officer at European Bank for Reconstruction and Development


Christian has overall responsibility for in-house development across all activities of the Quantitative Risk Analytics Team. Specialist in developing risk management models/analytics to ensure that Bank’s risk management systems are adequate and adhere to industry standards. Directs the development and implementation of the in-house analytics used for the measurement of credit, market and/or liquidity risk measures, related sensitivities and/or stress tests.

Agenda Sessions

  • Kernels for XVA/PFE in the context of Exotics Pricing and Risk Management