Balvinder_Sangha

Balvinder Sangha PhD

Principal, EY LLP

Balvinder is a Principal at EY and leads EY’s Quantitative Advisory Services (QAS) practice. He is a principal analyst in the validation and review of credit assessment models used in consumer and mortgage lending. He has provided advisory services to numerous clients relating to the use of loan loss reserve, stress-testing, economic capital allocation, and credit risk models. He has also assisted consumer lenders by developing statistical models for forecasting credit delinquencies. He has assisted several large global banks develop implementation plans and methodology for loan loss models under the new IFRS9 and CECL standards that impose new estimation requirements over the life of the asset. Balvinder has worked with global lenders understand the implications of IFRS9 on their portfolios, understand some of the unintended consequences, and ways to mitigate those as part of parallel run for the change in accounting standards. He has assisted large national banks with models to forecast and stress test their losses using various economic and housing pricing scenarios to identify their pockets of risk and their sensitivity to different economic environments. He has also assisted in reviewing the methodology for establishing loan loss provisions for a number of US banks evaluating different modeling options and their consistency with US GAAP.
Balvinder has assisted a number of lenders in regulatory matters involving Federal agencies. Furthermore, he has presented at Consumer Bankers Association (CBA), Risk Management Association (RMA), and American Bankers Association (ABA) conferences on risk; and has also presented at the OCC and Federal Reserve conferences on retail modeling and Basel. He has published numerous articles in industry publications including RMA Journal and also wrote a chapter in a recent book, Credit Risk Modeling: Design and Applications. He holds a PhD and MA in Economics from Brown University and a BBA from the Loyola University of Chicago.

Appearances