This site is part of the Informa Connect Division of Informa PLC

This site is operated by a business or businesses owned by Informa PLC and all copyright resides with them. Informa PLC's registered office is 5 Howick Place, London SW1P 1WG. Registered in England and Wales. Number 3099067.

RiskMinds International
18 - 21 November 2024
InterContinental O2London

Diana Kapsa
Head Corporate Credit Risk Models at UBS


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