Damien Pouponneau

Damien Pouponneau is senior supervisor in the Banking Supervision Division, with 25 years' rich and varied experience in banking inspection (modelled risks, ACPR), monetary policy (Banque de France Risk Division), investment banking (Quantitative Analyst, Natixis) and running a consultancy. His research covers the fields of asset securitization and valuation. Banque de France expert status. Focus on innovation and AI méthodologies.

Current position

On-site banking supervisor in risk and market models.

Previous position

Head of the modelling team in the Risk Department of the Stability and Operations Directorate. His research focuses on quantitative finance, with a particular interest in asset-backed securities, the valuation of structured financial assets (interest rate and credit) and market risk (2015-2019).
CEO of SOLVENSEE, a consultancy focused in market risk and technology (2009-2015).
Quantitative analyst in charge of investment and hedging strategies for the credit correlation desk (2004-2009).

Diplomas

Master en Mathématiques et Statistiques, Université de Versailles et Marne-la-vallée
Licence en Mathématiques, Université d’Angers
F.R.M Certification - Financial Risk Manager, GARP
INSEAD - Innovation and Artificial Intelligence.
Neural Networks and Deep Learning, DeepLearning.AI
Improving Deep Neural Networks: Hyperparameter Tuning, Regularization and Optimization, DeepLearning.AI
Private Equity and Venture Capital, Università Bocconi

Contact

• damien.pouponneau@banque-france.fr
• Banque de France, DCP, 2706 GROUPE PERMANENT D ENQUETES ET CCRM.

Banque de France Publications

Articles

• Bank loans, Lessons from a Theoretical Valuation approach, SSRN 2018.
• Callability of European Asset Backed Securities, SSRN 2018.