Diana Kapsa

Head Credit Methodology Retail at UBS

Speaker

Diana Kapsa is Head Credit Methodology Retail within the Risk Methodology 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 measurement purposes (e.g. PDs / LGD / EAD model, early warning systems) as well as macroeconomic scenario loss / credit stress testing models addressing regulatory and capital planning requirements covering global UBS`s retail and wholesale portfolios. In this context, she drives implementation of key regulatory initiatives such as IFRS9/CECL, CCAR, Basel3 finalization as well as BCBS239; within the IFRS 9 ECL Implementation, she leads the Credit Risk Workstream. Prior to joining UBS in 2013, 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, Mathematics and Business Administration at the Darmstadt University of Technology (Germany), University of British Columbia (Canada) and University of Vienna (Austria).