Steve Claxton
Speaker
Steve Claxton, Head of Risk ASEAN, SAS
18 years of Financial Institution (banking & insurance) experience accumulated across the ASPAC region (Australia, Singapore, Hong Kong, Malaysia, Thailand, Indonesia, Philippines) both in an ‘in-house’ and Consultant (KPMG Advisory) capacity. Qualified Actuary (AIAA) (Member of Banking Practice Committee – Actuaries Institute) and B.Sc (Applied & Computational Mathematics).
Primary areas of practice & expertise:
- Credit risk measurement & management: Stress Testing, AIRB (across Sovereign, FI, Corporate, and Retail), Specialised Lending, Securitisation, Economic Capital, IFRS 9, Scorecarding (application, behavioural & collection)
- Operational risk measurement & management: data modelling, scenario analysis.
- Balance sheet/behavioural modelling: deposit attrition modelling & prepayment/presettlement modelling
- Portfolio stress testing & economic capital modelling
- Internal Capital/Liquidity Adequacy Assessment Process (ICAAP/ILAAP)
