Fund Directors Forum Series
"Fund Liquidity issues and ESMA stress testing guidelines”
Implications for IFM and Fund Directors
Justin is a partner in Deloitte specialising in the asset management industry. He has worked for Deloitte in South Africa, in the U.S.A and, for the past 15 years, in Luxembourg.
His experience is focused on leading audit engagements of Management Companies, UCITS and Private Debt Funds in Luxembourg for a number of global asset managers. He co-leads the Corporate Governance Centre for Deloitte in Luxembourg and is a member of the ILA Fund Governance Committee and co-chair of the ALFI Corporate Governance forum.
Gildas Blanchard joined Deloitte in September 2014 and is Senior Manager within Deloitte’s Capital Market Risk Management Department in Luxembourg. He has specialized in Risk Management advisory and quantitative solutions for the investment fund industry, with a particular focus on credit and illiquid assets.
Through his education and experience, Gildas has developed relevant expertise in quantitative topics such as asset modelling, statistics and econometrics and their applications in the context of investment funds’ risk measurement.
Within Deloitte, Gildas has been involved in the development of quantitative risk solutions as well as production and analysis of risk measures for UCITS and alternative investment funds across several asset classes (equities, fixed income, listed and OTC derivatives, private equities and infrastructure) and risk factors (market, credit, liquidity, model).
Gildas also implemented and produced dedicated risk metrics for legal reporting such as UCITS Risk Reporting and AIFMD Reporting.
Gildas provides advisory services to the risk management functions of several management companies including risk management health checks, regulatory gap-analyses, regulatory risk assistance to the audit function, risk procedures drafting, risk measurement framework implementations, risk model validations and training facilitations.
Gildas obtained a Ph.D degree from the University of Maastricht in 2015 for his applied research on risk management and option markets which has been published in international academic journals.
Sylvain Crepin joined Deloitte Luxembourg in January 2012 and is Partner in the Financial Risk Management department. He is specialised in risk management advisory and solutions for the investment fund industry.
Sylvain assists our clients with risk management advisory or reporting services in the context of their internal risk management requirements (UCITS, SIF, AIFMD), disclosure requirements to their retail investors (UCITS KIID, PRIIPs KID), transparency reporting to their institutional investors (Solvency II, CRR, pension funds). He has gained significant experience in risk management function review or set-up, review or validation of internal risk and valuation models and quantitative risk measurement techniques. Before joining Deloitte, Sylvain previously worked as Risk Manager in the asset management industry in Paris and as Equity Derivatives Product Structurer for an investment bank institution in London.