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Jorge Sobehart
Managing Director Credit and Operational Risk Analytics at Citigroup

Profile

Jorge R. Sobehart is a Managing Director, Head of Credit and Obligor Risk Analytics where he currently manages analytics for Stress Testing, CCAR, ICAAP, Credit Reserves, IFRS9 and CECL, and loss likelihood and loss severity approaches for Basel Regulatory Capital. Previously he developed wholesale methodologies for Credit Risk Capital, CCAR, Stress Testing, and Credit Reserves and various credit risk approaches. During his career, he has published numerous technical articles and acted as reviewer in risk management, finance, physics, computation and mathematical modeling. Dr. Sobehart has advanced degrees in physics and postdoctoral experience at the US-Los Alamos National Laboratory.

Jorge Sobehart's Network

Agenda Sessions

  • CCAR and CECL convergence

    3:15pm

Speakers at this event