Luís Filipe  Barbosa

Luís Filipe Barbosa

Partner, PwC Portugal

Since June 2015, leading PwC's European Network in the areas of “Risk Modelling, TRIM & RWA”, being engaged in several international PwC’s projects related to risk management and measurement at financial institutions, including on “Model risk management”. PwC’s contact point in all TRIM related matters close to the ECB. He is as well the responsible for the credit risk internal models Basel IV European initiative. PwC Network trainer on matters as default definition, risk estimation, model risk management, TRIM and regulatory context (including over Basel IV).

9 years of experience working at the Portuguese supervisory authority (Bank of Portugal), namely in a Basel II dedicated team, of which two years as responsible for the on and off-site IRB validation activities across the national IRB banks and all inspections on credit risk management frameworks.

Responsible for (i) the implementation of a system-wide IRB validation methodology and process for internal models adopted by national banks, (ii) the development of a G-8 RWA amount calculation review exercise, and (iii) the launch of the Central Bank’s Early Warning System (EWS) to identify credits under stress. Member of the national expert panel that supported the implementation of the horizontal exercise SAP (Special Assessment Program - Distressed Loans) and the ACC (Additional Credit Claims) assessment programs.

3 years of experience in a Top-3 Portuguese commercial bank working at the Global Risk Department as a corporate credit risk analyst.