Geert Bulcke Email & Phone Number

Brussels, Be

• Credit risk management• Sustainability: quantification (ESG risk, GHGE) and reporting (CSRD, EU Taxonomy)• Interest rate risk in the banking book• Liquidity risk

Brussels Area, Belgium

• Monitoring of loan portfolio and reporting to Executive Committee.• Recovery Plan • ICAAP – Credit Risk Stream• IFRS9 model Validation• Following regulatory developments (COREP, Basel, EBA) and support bank with implementation.

Brussels Area, Belgium

Model validation:• Validation of a probability of default model (ECB mission - TRIM);• Internal validation of operational risk model (AMA) focus on internal loss data;Audit support:• Common reporting on capital/liquidity (COREP). Focus areas are liquidity coverage ratio, credit value adjustment, market risk, large exposures and operational risk;• Market risk management (financial reporting, prudent valuation, control framework - SOX);Other:• Internal audit: credit acceptance and -processing;• EBA 2018 Stresstest – Credit Risk Stream (IFRS9);• Expert opinion in a lawsuit concerning portfolio management strategy;• Review of the model management framework;• Pension provisions (IAS19) and pension funds: audit support and automation through VBA tools;

Brussels Area, Belgium

Group Credit Risk Reporting (GC2R)Responsible for global credit risk exposures related to Capital Market,- and Securitization products.

Development of the micro simulation tool "SIMPONI_B", which analyses possible public pension reforms on behalf of "the Commission Pension reforms 2020-2040". In collaboration with FPS Social Security.

Leuven

Evaluating social sectorial pension systems through career and pension forecasts (Follow-up dissertation)

Master Of Economics, Major: Financial Economics

Activities and Societies: Member of Ekonomika Dissertation: Equity & effectiveness of second pillar-pensions. Quantifying the impact.

Economics - Languages

Activities and Societies: Student counsel