Phil Ohana
Global Head of Market Risk Audit - UBS
Phil Ohana, CFA joined UBS Audit group in 2018 as a market risk subject matter expert. Previously, he was an executive director at Morgan Stanley focusing on market risk and regulatory risk topics.
Prior to Morgan Stanley, Phil worked at Societe Generale as a risk manager covering Fixed Income desks and later as the Risk COO in the Americas. Phil holds an MBA from the NYU Stern School of business and a master in applied mathematics from ENSEEIHT, France.
All Sessions by Phil Ohana
09:45 - 10:20
BASEL END GAME
Reviewing Basel proposal and its impact to credit risk
- Overview of the Basel 3 proposal and the Basel End Game
- Delving into key changes for credit risk under the Basel guidance
- Assessing the potential impacts to the market and pricing
- Expectations on impacts to models and valuations
- Reviewing approaches across jurisdictions