Elsa Allman

Within the Banking International Affairs Division, Risk Modeling Unit: • Member of the European Banking Authority’s (EBA) Sub-Group on Market Risk: negotiation and participation in technical debates, elaboration of technical standards and guidelines on risk modeling, consultation with the banking industry, conduct of data collection exercises and quantitative impact studies • Member of the Basel Task-Force on Regulatory Consolidation: development of a new framework to incorporate step-in risk of shadow banking entities and review impact on existing Basel requirements • ACPR lead expert on market risk, Credit Valuation Adjustment (CVA), counterparty credit risk and prudent valuation: jurisprudential assistance to banking supervisors, internal training, speaker at external conferences • Conduct of Benchmarking exercises (at the EBA and Basel level) of banks' internal models

Within the Training, Organization, Norms and Methods Division: • Created and updated methodological reports and ensured regulatory monitoring: Basel III, large exposures regime, Supervisory review and evaluation process, the impact of Capital Requirements Directive II and III • Conducted statistical and methodological studies on the ACPR’s internal Risk Assessment System • Coordinated and supported the implementation of prudential regulation within the ACPR as a member of expert study groups: EBA guidelines, international supervisory colleges, home/host supervision

Within Northern Europe Structured Products sales team: in charge of assisting the sales desk and addressing clients’ daily requests (draft termsheets; price, book, settle trades; develop fund performance monitoring tools).