About
Philippe Legris is a Partner at Accuracy. He is responsible for developing advisory activities for financial institutions (banks, insurers, pension funds). He has more than 10 years of experience in financial risk management.
After starting his career with Desjardins Group, he led the redesign of credit-granting models for National Bank of Canada.
In 2011, Philippe joined the ranks of EY’s risk management consulting team. He specializes in issues related to Basel regulations and more specifically the issues of credit risk, ICAAP and capital management.
He then returned to Desjardins Group in 2014 as director of the credit risk modelling team and later became the strategic advisor to the chief risk officer (CRO).
Philippe speaks English and French.
Qualifications
- Chartered Financial Analyst (CFA) (2011)
- Financial Risk Manager (FRM) (2010)
- BSc Actuarial Science (2006)
In-depth expertise
Thanks to his significant experience in different institutions and consulting firms, Philippe has developed significant expertise in the banking sector.
Most notably, Philippe has substantial knowledge in the realms of credit risk modelling, both for Basel and IFRS 9. Philippe has led multiple credit risk development projects for various financial institutions.
Philippe also performs model validation services on a regular basis for multiple financial institutions and is often asked to assist financial institutions in different strategic matters related to risk management.
Example of engagements
- Development and validation of credit risk models (PD, LGD, EAD)
- ICAAP Review of a Canadian financial institution
- Review of processes related to ALM business and liquidity management for a credit card issuer
- Review of the risk management processes for a brokerage subsidiary of a Canadian financial institution
- Interpretation of A-IRB Basel regulatory requirements for two Canadian financial institutions
- Roadmap to improve the management of risk concentration
- Roadmap for the optimisation and efficient use of regulatory and economic capital.