Partner at the London office. He is specialized in Risk & Finance and head of Global Research & Analytics.
Augmented Consulting
B. Genest

Chappuis Halder Credit Basel Simulator

An innovative free mobile application developed by our lab to instantly visualize the basel 2/3 capital charge based on different credit risk approaches. An indispensable tool for risk managers, academics, students, modelers, managers and consultants.

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Regulatory Watchtower
B. Genest

Basel III – Overview of international Basel 3 impacts

Basel 3 regulation aimed at providing a common level-playing field across all regions, business models and size. From a worldwide perspective, its primary objective is not increase minimum required capital but rather (i) to provide better comparability and harmonisation of regulatory playing field at worldwide level ; (ii) limit potential bias provided by internal model approach.

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Finance, Risk & Compliance
B. Genest

Bâle 3 – Contexte et enjeux en Europe

Les études d’impacts Bâle III publiées en 2019 ont mis en exergue l’ampleur des impacts quantitatifs, particulièrement en Europe. A l’heure de la transposition de ce texte, les institutions financières européennes s’interrogent quant à la pérennité de leur business model dans un environnement concurrentiel et économique challengeant.

CH&Co. propose une grille de lecture succincte des impacts du texte et un éclairage sur les perspectives et défis à relever pour la mise en œuvre de Bâle III.

Vous pouvez télécharger le document ci-dessous.

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Finance, Risk & Compliance
B. Genest

Bâle III : La cristallisation des tensions entre banques et régulateurs

Depuis plusieurs semaines, les banques font connaître leurs craintes sur la transposition des règles mondiales de solvabilité négociées dans le cadre du Comité de Bâle. La raison ? Les nouvelles règles prudentielles dévieraient de leur objectif initial faisant notamment craindre un prix à payer trop fort et une baisse de leur compétitivité, dans un environnement toujours plus concurrentiel.

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Global Research & Analytics
B. Genest

Post-Scoring Classification for Low Default Portfolios

In a context, where banks are looking to improve their Return on Equity and supervisors strengthening their positions, this whitepaper aims to provide clues for optimizing Post-Scoring classification as well as analysing the relationship between the number of classes in a rating scale and the impact on regulatory capital for LDPs.

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Global Research & Analytics
B. Genest

Interest Rate Risk In The Banking Book

How to manage IRRBB considering the Monetary Policy and the new regulation. This white paper focuses on understanding how current market conditions (low interest rates) can affect banks’ revenues and profitability.

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Global Research & Analytics
B. Genest

Risk-Weighted Assets (RWA) density

What lies behind this underrated financial ratio. The objective of this article is to provide a new angle to the study of RWA (Risk-Weighted Assets) density.

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Global Research & Analytics
B. Genest

Cat bonds & Artificial Neural Networks

An example of reinsurance products’ pricing using machine learning methods. Over the last fifty years, numbers and costs of natural disasters have not ceased to multiply. Given this phenomenon, insurers and reinsurers struggle to cover the associated losses.

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Global Research & Analytics
B. Genest

Collateral Optimization

By David Rego & Hélène Freon, supported by Matthieu Sachot & Benoit Genest. The purpose of this paper is to understand how the current financial landscape shaped by the crises and new regulations impacts Investment Banking’s business model. We will focus on quantitative implications, i.e. valuation, modeling and pricing issues, as well as qualitative implications, i.e. best practices to manage quantitative aspects and handle these functions to the current Investment Banking organization.

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Global Research & Analytics
B. Genest

Risk & Modelling (2015-2016)

Three years since its inception, the GRA team continues to thrive, develop and mature. This second booklet demonstrates the perseverance of our work. It also reflects the numerous questions we face on a daily basis and which we never tire of answering. Benoît Genest

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Global Research & Analytics
B. Genest

Global Research & Analytics (2013-2014)

Only one year after its creation, the GRA team has been completely transformed. Surpassing all of the original ambitions, the team now stretches over three zones (Europe, Asia and the US) and continues to grow. Benoît Genest.

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