Corentin Baert

Business and Data Analyst - Belfius, Brussels (March-22 - Current) : Business requirements, development support & Testing - BECRIS (Data quality/ Refinement), Credit Risk Loan tape, SRB Valuation dataset, Static Pool,..

Liquidity Risk Reporting - BNP Paribas Fortis, Brussels (June-21 - February-22) • Support in the production and automation of liquidity risk reporting (LCR & Monitoring tool AMM) EBA Stress Test – Banque internationale à Luxembourg, Luxembourg (Nov-20 - June-21) • Support in the preparation of the EBA wide stress test for 2021. Dry Run in November 2020; Preparation of the process, identification of the weaknesses and potential remediation actions before the real exercise. • Support in the EBA ST 2021 exercise Data Analyst ALM – ING, Brussels (Jan-20 - Sep-20) • Reconciliation exercise between two IRRBB metrics calculators’ outcomes regarding both EVE (economic value of equity) and NII (net interest income) • Identification and assessment of possible sources of differences on valuation and projected NII (Prepayment model, discounting curves, Non-maturing products modelling, stress scenarios, hedging etc..) Business Analyst – Degroof Petercam, Brussels (Jun-19 - Jan-20) • Supported the finance department of a Private Bank with the delivery of its Market and Credit Risk regulatory reporting (CoRep) • Implementation and automatisation of Corep report production; large exposure, credit risk and market risk templates (CVA).

PSA Finance, Santander Joint Venture Market risk/ALM : - Hedge Accounting: Effectiveness, prospective and predictive test regarding the hedging strategy - Regulatory reporting: Basel III liquidity ratio; LCR (Liquidity coverage ratio), NSFR (net stable funding ratio), ALMM (Monitoring tool). Dashboard 90.30 for the National Bank of Belgium. - Production and monitoring of the liquidity GAP as a tool for balance sheet management. - Production and monitoring of the repricing GAP, calculation of the IRRBB metrics. Control of interest rate risk through Market value of equity and Net interest margin sensitivity analysis. Involvement in credit risk and control; monthly monitoring and reporting (portfolio vintage analysis, roll rates, entries and cures from unpaids, control of largest exposures,...)