Diana KapsaHead Corporate Credit Risk Models at UBSSpeaker
Profile
Diana Kapsa is Head Corporate Credit Risk Models within the Group Risk Control department of the UBS Group. In this role, she is responsible for the development and maintenance of credit risk models for capital and credit risk management (e.g. PDs / LGD / EAD models, early warning systems) as well as macroeconomic scenario loss / credit stress testing models addressing regulatory and internal capital planning requirements. Since she joined UBS in 2013, Diana held a number of roles covering credit and counterparty credit risk modelling and successfully delivered on various regulatory programs such as IFRS9/CECL, CCAR, Basel3 finalization, IMM regulatory exams as well as Climate Risk change. Prior to joining UBS, Diana was a Junior Partner at McKinsey & Company in Munich. Diana Kapsa holds a PhD in economics and social sciences from the Witten/Herdecke University and studied Computer Science, and Business Administration at the Darmstadt University of Technology (Germany), University of British Columbia (Canada) and University of Vienna (Austria).
Agenda Sessions
Incorporating Climate Risk in Credit Risk Management and Modelling
, 15:30View Session