Steven Hall

Steven is a Partner in the Risk Practice of KPMG UK's Financial Risk Management Department. After qualifying as a Chartered Accountant in 2000, he has specialised in credit and counterparty credit risk management, and prudential capital regulation and advisory work for banks and financial institutions. He has 18 years' experience of Assurance, Risk and Regulatory advisory work. He leads KPMG UK's work on credit risk, counterparty credit risk, capital management, Basel 2, and Basel 3 activities. His key previous projects have been: - Led many reviews of institutions' approach to the use of internal rating based (IRB) credit risk models in meeting the Basel Accord, comparisons with the requirements of IAS 39 Impairment models, and developments of EPE models to satisfy the Basel Internal Models Method requirements. - Acting Head of Risk for UK subsidiary of European bank, involved in the preparation of its ICAAP and ILAA submissions, risk appetite statement, credit policies and MI. - Acting Head of Model Governance for a large UK clearing Bank. - Led several S166 reviews of credit risk, RWA regulatory capital calculations across credit, counterparty credit and market risk, and leverage ratio exposure calculations. - Supporting KPMG's transactions teams working on structured capital transactions. - Risk SME support for a range of Internal Audit co-source and out-source arrangements. - A frequent conference speaker, delivering training to regulators, bank senior management internal audit and fund managers on the technical aspects and implications of credit risk, Basel 2 and 3 prudential regulation and capital, securitisation and trading book issues. - Involved in several European asset quality, provisioning and stress testing review exercises and co-lead of KPMG UK's IFRS9 proposition. - During 2008/9 seconded for a year to the Confederation of British Industry as its Head of Financial Services.