Speakers

Dr. Georges Duponcheele is a Senior Credit Portfolio Manager at Great Lakes Insurance SE (part of Munich RE). He teaches the Securitisation module for the Executive Master in Asset Management from University Paris-Dauphine PSL and Ensae Paris in partnership with Lefebvre Dalloz, and co-chairs the Paris Europlace Securitisation Committee Experts Subgroup on Prudential Regulation.Georges has co-written with William Perraudin and others numerous papers on the Basel and European securitisation frameworks that have helped shape regulatory thinking, including “Maturity Effects in Securitisation Capital: Total Capital Levels and Dispersion Across Tranches” (2013), “How to Revive the European Securitisation Market: a Proposal for a European SSFA” (2014), “Impact of the SA Output Floor on the European Securitisation Market” (2022), “Rethinking the Securitisation Risk Weight Floor” (2024), “European Competitiveness and Securitisation Regulations” (2024). Currently, he is co-writing on how to calibrate securitisation capital rules, and on the evolution of the unfunded SRT market.