Stephan Van Bezouw Email & Phone Number

Amsterdam, North Holland, Netherlands

REGART is building a systematic approach to map the increasingly complex EU Financial Regulations and to manage assessments of policies, procedures, methodology and prudential reporting

The Netherlands

Consultancy focuses on capital management, financial risk management and bridge between finance and risk. Both legislation for insurance companies (Solvency II) and banking industry (CRD IV-V) are in scope.Capital ManagementWithin the field of Capital Management VBFRC has had a leading role in development of capital plans (among others for obtaining of banking licenses), written ICAAPs and ILAAPS for five different banks, and two ORSA reports. Within these reports stress tests included a significant part.Financial riskFinancial risk topics include risk methodology and modelling, model validation, portfolio construction, stress testing and documentation (legislation, policies and model documentation). Financial risk consultancy fields include market risk, credit risk and liquidity risk. Both vanilla products and exotic derivatives are in scope.Bridge between finance and riskVBFRC has experience at both finance and risk departments. Therefore VBFRC is able to make the alignment between finance and risk fieldsIndustry experience:- Commercial banks- Insurance- Asset management- Investment bankingFunctional experience:- Financial risk management- Capital and liquidity management- ICAAP / ILAAP- ALM- Solvency II- CRD IV- Model development / validation- Stress testing

Amsterdam Area

Den Haag, South Holland, Netherlands

- Project manager for 3 projects: margin optimization of the in-force insurance business for Spain, Japan, and Czech Republic

Tilburg, North Brabant, Netherlands

- Consultant on Advanced Internal Ratings-Based (AIRB) model application (credit risk)- Writing Model Management Policy and Methodology- Written Definition of Default, Forbearance and Non Performing Exposures Policy- Written arrears management policy

Amsterdam / Sydney

- Advice on requirements and process to obtain banking license- Advice on structure and content of ICAAP/ILAAP package to obtain banking license from Dutch Central Bank.- Development of Capital Plan- Draft of the Risk Management Framework- Development of SA-FRTB model for market risk - Advice on CRD IV compliance requirements

Den Haag, South Holland, Netherlands

- Responsible for writing ILAAP- Model development for retail savings products

Amsterdam, North Holland, Netherlands

- Coordinating and developing ICAAP package 2018 for The Dutch Central Bank (DNB)

Amsterdam, North Holland, Netherlands

- Consultant on Regulatory reporting (CRD IV) for take-over by NN Bank

Amsterdam, North Holland, Netherlands

- Consultant on Solvency II legislation- Writing SII opinions on questions from Delta Lloyd business units

Den Haag, South Holland, Netherlands

- Consultant on Advanced Internal Ratings-Based (AIRB) model application- Writing overall application documentation (non-model)- In charge of regulatory compliance check (CRD IV) and self-assessment

Utrecht, Netherlands

- Writing of new policies with respect to arrears management and updating other policies- Building of new policy house (special management)- Writing of an overview document AFM gap analysis

Amsterdam, North Holland, Netherlands

- Consultant on CRD IV legislation, compliancy check and implementation.- Legislation included: Mapping of new legislation (Leverage Ratio and Liquidity Coverage ratio reporting), Impact analysis on new Basel and EBA consultations- Compliancy check included: all regulatory reports in scope of CRD IV- Project director on CRD IV legislation

Den Haag, South Holland, Netherlands

- Writing Solvency II compliant documentation on existing projection model

Utrecht, Netherlands

- Consultant on balance sheet management topics: ALM, EaR, liquidity management, capital management and pricing.

- Adjustment of risk governance in order to perform structured credit transactions- Analysis of structured credit transaction

Den Haag, South Holland, Netherlands

- Writing Solvency II compliant documentation for derivatives models (swaps, swaptions, bond futures, total return swaps and equity variance swaps) as part of the internal model approval process (IMAP)

Zeist, Utrecht, Netherlands

- All round advice at 2nd line financial risk management- Review of AIMFD

Utrecht, Netherlands

- Writing the financial risk paragraphs for the annual report and Pillar 3 report

Den Haag, South Holland, Netherlands

- Methodology support for Solvency II internal models: market risk calibration and aggregation models

Utrecht, Netherlands

- All-round support at the derivatives desk: implementing and adjustment of derivative tooling at the front office

Den Haag, South Holland, Netherlands

- Research collaboration with Towers Watson: Comparison between life insurance companies and banks in terms of products and legislation (CRD IV versus Solvency II) from a client perspective. VBFRC analyzed the CRD IV perspective. Research was an assignment from the Dutch Association of Insurers (Verbond van Verzekeraars)

Den Haag, South Holland, Netherlands

- A.i. Head of Management Accounting NN Bank, team lead of 6 professionals

Den Haag, South Holland, Netherlands

- 1st inventory for applying for Advance Internal Rating Based framework for submission to Dutch Central Bank(June 2013 - July 2013)- All-round consultancy support at Management Accounting department related to interest rate attribution, results and pricing.(May 2013 - August 2013)- Development of Capital related policies (ICAAP policy, ICAAP methodology, Capital Contingency Policy, Capital Management Policy)- Development of ILAAP policy- Development of Stress testing policy- Development of Model governance policy(April 2013 - June 2013)- Development of ICAAP package for DNB submission to extend bank license- Development of Capital Plan- Coordinating ILAAP package for extending bank license- Coordination and development of stress testing framework as part of ICAAP(January 2013 - April 2013)

Amsterdam, North Holland, Netherlands

- All-round support for Model Validation department, focus on internal models Solvency II- Validation of asset models, - Validation of mortgage models- Validation of VaR models- Development of validation manual for actuarial models- Development of materiality concept for performing validations

Zeist, Utrecht, Netherlands

- Investigation on past performance of interest rate hedging strategy of a specific pension fund

Utrecht, Netherlands

- Development of updated Risk Management Policies for both SNS Bank, REAAL Insurance and SNS REAAL Group including market risk, concentration risk, capital management, and model development and validation.

Zeist, Utrecht, Netherlands

- Review of Interest Rate Risk model (Solvency II, Quantitative Impact Study) - Modelling of Bond futures, sensitivity analysis (SII, QIS)

Zeist, Utrecht, Netherlands

- All round support Group Balance Sheet Management on risk management topics and ORSA- Market risk calculations EIOPA stress test- Review of foreign Operating Companies, Market risk, QIS.

Utrecht, Netherlands

- Coordinating ILAAP package 2011 for The Dutch Central Bank (DNB)- Coordinating and developing ICAAP package 2011 for The Dutch Central Bank (DNB)(July 2011- October 2011)- Development of updated Capital Policy, Capital Contingency Plan and Liquidity Contingency plan in line with Basel 2 and 3(April 2011 – August 2011)

Utrecht, Netherlands

- Development of ORSA Report 2011- Capital advise to board of directors Zwitserleven and REAAL and executive board SNS REAAL(April 2011 – August 2011)- Development of ORSA policy(February 2011 - July 2011)- Review of ORSA 2010, as part of Solvency II(September 2010)

Utrecht, Netherlands

- Project leader Basel III (impact study on basel III)- Development of ICAAP package 2010 for The Dutch Central Bank (DNB)(July 2010 - October 2010)- Development of ICAAP policy and methodology- Development of Stress testing policy- Participating in SREP process (DNB)(November 2010 - January 2011)

'S-Hertogenbosch, North Brabant, Netherlands

- Professionalizing of the Balance Sheet Management department (Financial Risk Management, Asset & Liability Management and Capital & Funding)

Utrecht, Netherlands

Manager of the Structured Finance team of 8 people. In charge of the execution of several multi billion transactions.Since Structured Finance is one of the most advanced disciplines, I have been highly involved in a variety of different legal documents (ISDA, OTC Derivatives, ISLA, Securities lending, Schedules, Credit Support Annex, Confirmations, Articles of association (CI, UK, NL), SHA, Option agreements, Settlement Agreements, Sale Agreements, Loan agreements, Management Agreements, Asset Management Agreements, Pledges, Security Arrangements, Guarantees, Legal Opinions, etc.

Investment specialist within the ALM department. Topics that were covererd:- Interest rate risk- Credit Risk- Strategic advice on asset allocation- Equity risk- Modeling of liabilities- Alternative investments- Structured Finance - Consultancy during acquisitions with respect to interest rate risk of liabilities

Amsterdam, North Holland, Netherlands

- Creation of a volatility database- Creation of a Risk Management database- Pricing Tool, Portfolio construction and Risk Management: Variance Swap portfolio

Den Haag, South Holland, Netherlands

- Pricing model for life insurance products to support marketing strategy and creation of value.- Hull White interest rate modeling and calibration.

Amsterdam, North Holland, Netherlands

Portfolio construction and Risk Management: Global macro hedge fund

Credit Risk and Market Risk in portfolio context as part of my Tilburg University Master's thesisStress testing

Research: Convexity Risk On The Balance Sheet Of Life Insurance Companies

Drs., Master In Finance

Drs., Investment Theory

Mba Courses In Finance

Education record