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- about Philippe
- in-depth expertise
- examples of engagements
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.
- Chartered Financial Analyst (CFA) (2011)
- Financial Risk Manager (FRM) (2010)
- BSc Actuarial Science (2006)
Thanks to his significant experience in different institutions and consulting firms, Philippe has developed an in-depth 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 various credit risk development projects for multiple financial institutions.
Philippe also performs model validation services on a regular basis for multiple financial institutions and is asked to assist financial institutions in different strategic matters related to risk management.
Financial Management and Risk Management
- Development, validation and backtesting of credit risk models (PD, LGD, EAD);
- Review and optimization in the context of risk appetite;
- Internal Capital Adequacy Assessment Process (ICAAP) review and optimization;
- Review of processes related to the Asset Liability Management (ALM);
- Review of the risk management processes for a brokerage subsidiary of a financial institution;
- Interpretation of A-IRB Basel and IFRS 9 regulatory requirements for various financial institutions;
- Conception of a detailed roadmap to improve the management of risk concentration;
- Conception of a detailed roadmap for the optimization and efficient use of regulatory and economic capital.