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.

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.

– 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.

– 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.

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.