Luís Filipe Barbosa Email & Phone Number

Lisbon Area, Portugal

Lisbon Area, Portugal

Risk and prudential environment (Basel III and IV), RWA, credit risk management & modelling, IFRS9, EBA stress testing, ICAAP and ILAAP frameworks, risk governance & reporting, internal governance and risk culture.

Lisbon Area, Portugal

Leads PwC's EMEA Network in the area of Credit risk, Model risk & RWA initiative, being engaged in several international PwC’s projects related to risk management and measurement at financial institutions. Clients & Markets Leader and Financial Services (FS) Market Leader at PwC Portugal, with the core responsibility of supporting the development of value added services to our clients.Lead Partner of the FS Risk & Regulation (R&R) practice at PwC Portugal, where is mainly involved in topics within the area of risk management and measurement, with a clear focus on strategic and regulatory affairs.

Responsible for coordinating a multidisciplinary and highly qualified team which is in charge of:. Validating and/or monitoring, on a regular basis, the degree of compliance with the CRR/CRD rules for the use of the IRB (Internal Rating-Based) Approach, through both on and off site action.. Assessing the robustness of the credit risk measurement and management systems, as well as of (collective) impairment calculation models.. Validating how credit risk is reflected in the calculation of capital requirements and in financial projections presented by institutions, also in an adverse scenario, as well as the rational for the recognition of significant risk transfer in securitizations.. Developing and implementing tools, processes and assessment methodologies in the different fields of credit risk in order to optimize the efficacy and efficiency of the Unit.. Participating in a number of internal working groups and external (national and international – e.g. EBA) on matters related to the responsibilities of the Unit.

– Assessed the compliance with the CRD rules of the applications submitted to BdP for the use of advanced approaches for the calculation of capital requirements for credit and operational risks (IRB, TSA and AMA), with focus on:. Credit risk: measurement and management systems applicable to both Corporate and Retail portfolios, analyzing the reliability and accuracy of risk estimates (PD, LGD and CF), rating methodologies and policies in place (qualitative perspective), risk mitigation frameworks (including the impact on RWAs), lending processes (credit analysis, decision, monitoring and recovery), as well as the corporate governance and oversight structures (including the internal reporting, control and validation systems implemented).. Operational risk: soundness of the measurement system and efficacy of the risk management framework (loss data, self-assessment exercises and Key Risk Indicators), including the adequacy of the governance and reporting structure.– Represented BdP, as an operational risk expert, in the European Banking Authority (EBA).– Member of the Special On-site Inspections Program’s (SIP) Project Management Office (PMO), with the responsibility of ensuring daily program management, coordination of the designed workstreams, as well as risk mitigation and problem resolution.– Functional leader of the SIP’s Workstream 2, whose purpose was to validate the capital requirements amount for credit risk computed by the eight major Portuguese banking groups.– Participated, as a BdP’s specialist on credit and operational risks, in the analysis of the answers prepared by the Capital Requirements Directive Transposition Group (CRDTG) in the Q&A query system held by EBA.– Involved in the transposition of the Capital Requirements Directive (Basel II) into the Portuguese law.

– Issued risk opinions to the credit granting proposals prepared by the origination area, taking into account the borrower’s rating (and the most recent sector analysis), the credit relationship established with the client and the mitigation instruments which supported the operations (economic capital perspective).– Assessed ratings to a wide variety of Corporate clients, evaluating areas such as business risk, management quality, profitability, cash flow/ liquidity profile, financial flexibility, and underlying financial and management strategies.– Responsible for assessing credit risk ratings to both real estate projects and promoters/investors belonging to GBES’s enterprise structures, as well as for monitoring these project transactions, ensuring the compliance of covenants and analyzing waivers, amendments and restructurings proposed.– Participated in the process of developing and implementing a rating methodology to evaluate the credit risk of firms operating in the real estate sector, a process developed in articulation with S&P Capital IQ Risk Solutions.Remark: BES was the first Portuguese banking group being authorized by Bank of Portugal to adopt the IRB approach for prudential purposes.

Analysed the fiscal rules applied to subnational administrations (regional and local) in five Member-States of the European Union (including Portugal).

Master, Management

Subject of the thesis: "Basel II: Internal Rating-Based Approach at Banco Espírito Santo Group"

Mba, Major In Finance

Activities and Societies: Winning participation in the first two annual editions of The Lisbon MBA’s “Case Competition”, an activity which.

Graduation, Economics

Activities and Societies: President of the 4th direction of NAECUM – Núcleo de Alunos de Economia da Universidade do Minho (economics.