Luís Barbosa

Partner, Financial Services Risk & Regulation, PWC

Currently leading PwC's European Network in the areas of “Risk Modelling, TRIM & RWA”, being engaged in several international PwC’s projects related to risk management and measurement at financial institutions, including on “Model risk management”. He is as well the responsible for the credit risk internal models Basel IV European initiative.

9 years of experience working at the Portuguese supervisory authority (Banco de Portugal), namely in a Basel II dedicated team, of which two years as responsible for the on and off-site IRB validation activities across the national IRB banks and inspections on credit risk management frameworks.
Responsible for (i) the implementation of a system-wide IRB validation methodology and process for internal models adopted by national banks, (ii) the development of a G-8 RWA amount calculation review exercise, and (iii) the launch of the Central Bank’s Early Warning System (EWS) to identify credits under stress. Member of the national expert panel that supported the implementation of the horizontal exercise SAP (Special Assessment Program - Distressed Loans) and the ACC (Additional Credit Claims) assessment programs.

3 years of experience in a Top-3 Portuguese commercial bank working at the Global Risk Department as a corporate credit risk analyst.