Sylvain Leith
Risk management expert and Executive Director at KPMG |partner at CIF-Consultants
Sylvain Leith is an expert in risk management and modeling. He has solid, wide-ranging experience in the field of credit risk management as well as in international banking regulations under the auspices of the Bank for International Settlements (BIS).
Sylvain is an expert in risk-related governance and business intelligence modelling, specializing particularly in credit risk and economic capital. In that respect, he was vice-president in charge of a risk modelling and strategy department at the National Bank of Canada, acting as leader in implementing the provisions of the Basel II Accord, implementing a credit stress testing program, integrating advanced notation in risk assessment practices (credit risk scoring, probability of default, loss given default, financial risk) and adopting principles for risk data aggregation and risk notification.
After leaving the National Bank, Sylvain worked as an expert consultant in risk management both in Canada and outside the country. He also implemented a credit risk policy manual and procedures on movable assets financing for two banks in China and liquidity impasse assessments for a bank in Haiti, respectively on behalf of the World Bank‘s International Finance Corporation (IFC) and the European Investment Bank. As a subject matter expert, Sylvain works with the advisory section of KPMG financial risk management.