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David Chollet is a partner at Accuracy. He has more than 20 years of experience in financial management, risk management, securitisation and asset valuation. He started his career at BNP Paribas in the planning department, in charge of risk management.
After 5 years within the BNP Paribas group, David entered Crédit Agricole Corporate and Investment Bank to manage the risk quantitative team.
David subsequently joined the Debt and Capital Markets Front Office team and participated in numerous Pan-European operations of ABS, CLO, CDO and Covered Bonds. In particular, he structured different structured credit transactions issued on the market.
David speaks English and French.
- Master 2 in Financial Mathematics
David has strong expertise in financial management, risk management, structured finance and asset valuation:
- Financial analysis
- Risk Management: credit risk and market risk
- Credit Review for Corporates and Financial Institutions
- Structuring of structured credit transactions
- Assessment of complex financial instruments
Financial expert for financial modelling
- Business plan modelling for various financial institutions.
- Asset Liability Management Modelling for both bank and insurance institutions.
- Implementation of internal stress-tests and regulatory stress-tests for institutions such as Retail banking, Corporate and Investment banks
- Implementation of economic capital (Pilar 2 of Basle 2).
- Implementation of stress test tools for structured products and securitization transactions.
- Implementation of provisioning models (individual, collective) for different portfolios (retail, corporate, sovereigns, correlation book).
- Rating model and credit analysis for SME and large corporates.
Financial expert for structuration of securitization and structured finance transactions
- Responsible for credit risk portfolio management:
- Assessment of Structured products
- Credit Review committee
- Transaction Analysis
- Quantitative methodology
- Structuration of different structured product (ABS, CDO, CLO, Structured credit) for multiple financial institutions
- Financial expert for assessment and pricing of structured finance transactions
Financial expert for financial transactions
- Buy-side financial due diligence on a proposed acquisition of a subsidiary of a major bank in France.
- Buy-side financial due diligence on a proposed acquisition of a Leasing portfolio.
Financial expert for disputes
- Appointed as independent expert to assess the EIRD market and quantify the market shares of different players.
- Appointed as independent expert to review a portfolio of mortgages, denominated in Swiss francs, work included identification of the banks responsibility and quantification of the financial impact for the clients.
- FRENCH BANK: Appointed as financial expert in a dispute related to breach of contract. Our work comprised the valuation of a bank operating in Africa (ICC Paris).
- AFRICAN BANK: Appointed as independent expert to assess the credit granting process. Review of the credit rating, collection and litigation process.