Krzysztof Narewski

Krzysztof has many years of extensive experience as an expert in analyzing and assessing IFRS 9 models and providing advisory services on credit risks and models to financial market entities. He acquired his professional experience while working at such institutions as Bank Zachodni WBK and Bank Polskiej Spółdzielczości where he oversaw the development and implementation of statistical sampling methods and result analyses during audits (population stratification, sample size determination, hypothesis testing), as well as the preparation of procedures, application and development of statistical fraud detection methods (robust multivariate statistical methods), analysis and verification of VaR models, PD models, LGD, CCF impairment, liquidity models, model risk audits, audit of Basel II processes, and in particular of: ICAAP, capital requirements estimation methods including credit risk, market risk and currency risk reduction techniques, business and retail credit risk exposures (monitoring classification compliance, credit analysis, including company financial position analysis, audit of mortgages, including residential mortgage loans). Krzysztof’s interests include methods used to audit and manage banking risks, i.e. credit, market, currency and liquidity risks, data analysis and forecasting methods, Markov processes, robust statistics, technical and fundamental analysis and portfolio management. Krzysztof is also a court expert in economics, financial mathematics, statistics, banking, including banking risks, audit and internal control. He prepares opinions at the request of courts regarding credit/loan settlements, derivative instrument analyses, loans indexed to/denominated in the Swiss franc.