Joel Bessis

Full Professor of Finance. Teaching activities: For Executives and MBA. Teaching areas: Corporate Finance, Capital Markets and Risk Management for Financial Institutions. Customized seminars for specific organizations. Teaching activities in France, Eastern Europe, Russia, China, USA (Visiting Professor). Consultancy activities: Risk Management. Author of "Risk Management in Banking", 3rd edition December 2009, Wiley & Sons, English, Chinese.

Head of Validation and Methodologies in the Risk Department. Full time 2002-2005 - Part-time 2006-2007. Implementation of Moody's-KMV Portfolio Manager for economic capital calculations. Created a risk data warehouse. Provided a fully expanded tool (front end) for tracing Basel 2 capital for all approaches. Benchmarked internal ratings. Monitoring of internal ratings and of Moody's-KMV Credit Monitor Edf (c). Validation of internal scoring models for retail banking.

Scientific Director. Designed first versions of Rating Models. Worked with analysts. Assisted the securitization team in assessing portfolio risk.

Permanent consultant to the Risk Department. Designed the first version of the counterparty risk model. Implemented KMV Portfolio Manager (1st implementation in France 1993). Economic capital calculations and initiation of the first version of the RaRoC system. Participation on several credit committees for structured transactions (securitizations, asset financing, CDOs, etc.).

Professor of Finance: MBA and Executive programs

Finance