ECL Models Under Stress: Addressing Emerging Macroeconomic and Geopolitical Risks

Vivian Lagan, Managing Director, Model Risk Management and Co-Source Services, Financial Services, Grant Thornton
With over 20 years of experience in the financial services industry, Vivian has excelled in developing and leading cross-functional teams and projects. Vivian has established strong relationships with clients at senior and executive levels to evaluate and mitigate market, credit, and regulatory risks. 

Jatin Kalra, Partner, ECL Modelling, Grant Thornton
Jatin Kalra is a Partner at Grant Thornton in Mumbai, leading the ECL modelling solution offering. With 16 years of experience, Jatin specializes in financial services, providing ECL modelling and accounting advisory services. He has led over 75 engagements across various countries, including the UK, Australia, Singapore, and more. Jatin is passionate about tech-enabled solutions and has extensive experience conducting workshops and training sessions on ECL and related topics, training over 1,000 individuals globally.

John Mongelard, Associate Director, Model Risk Service Grant Thornton
John leads Grant Thornton’s internal audit reviews for bank and building society clients, covering areas such as credit risk, enterprise risk management, operational risk, capitalisation for risk (ICAAPs), model risk management, and climate change risk oversight. With 15 years of regulatory experience at the PRA, John has supervised various banks, including Nationwide Building Society and Lloyds Banking Group, and led assessments of internal audit, governance, and risk management. He also worked at the ICAEW, focusing on IFRS 9, the accounting standard for bank credit provisions.

Polly Tsang, Senior Financial Services Regulatory Manager, ICAEW
Prior to joining the ICAEW, Polly specialised in structured finance and asset backed securitisation at PwC, helping firms raise debt market funding and buy/sell asset pools. She qualified as an ACA with PwC London within investment management and banking and capital markets. She is interested in exploring the risks and opportunities in regulating financial services in the post-Brexit landscape, particularly in evolving areas such as ESG, cryptoassets and AI.