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Xavier Larrieu

Director – Quantitative Finance

Xavier is a Director within Mazars quantitative Finance practice and leads the Quantitative team of Mazars UK.
He has an in-depth knowledge of financial instruments valuation as well as credit risk and Asset & Liability management techniques. Xavier also possesses an extensive experience in retail banking risk management.
For the last 10 years he has worked on numerous assignments for financial institutions including support for IFRS 9 transition and asset quality reviews, reviewing asset liability management models, auditing of collective reserves and monitoring credit risk models.
Xavier is a trained actuary and certified by the Institute of Actuaries.

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Articles by this author

How to predict the results of P&L attribution tests in the FRTB framework?

Perspectives

Under the terms of the Fundamental Review of the Trading Book (FRTB), a bank wishing to apply the Internal Modal Approach (IMA) to calculate its...

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EBA’s Stress Test 2020 Methodology – What’s new for the banks?

Perspectives

The methodology for an exercise to assess the resilience of EU banks to adverse market conditions and test the state of their capital allocations has...

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Will the emergence of big data analytics lead to a new wave of regulation in the financial sector?

Uncategorized

Big data analytics is one of the most discussed topics in the world of finance. Application of these methods has led to better assessment of...

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