Ian Morton

Background

About Ian Morton

Highly experienced risk specialist, having a history in sales & marketing roles and risk management. Responsible for starting and managing a number of departments and risk functions, including quantitative risk department. Currently involved in IFPR, ICARAs, Operational Resilience, Liquidity and Capital Management and Recovery and Resolution. Also focussing on capital markets, benchmarking and crypto markets from authorisations to crypto promotions. Reviewing, advising on, validating and designing capital, liquidity and risk models. Providing advice and guidance on interpretation of new regulations, particularly those relating to IFPR. Recovery, Resolution, Operational Continuity In Resolution and Operational Resilience: Numerous assurance assignments on RRPs for variety of UK and European banks and other institutions. Led the Recovery, Resolution, OCIR and outsourcing of shared services work-stream for a GSIB’s ring fencing project. Assisted large US-based bank to complete their OCIR project, create their framework including outsourcing and help to embed it (including running their projects for reporting and embedding controls). Assisting major bank to utilise OCIR for Operational Resilience. Credit / Counterparty Risk: Designed the Credit Risk Framework, Policies and Risk Appetite for a UK bank. Undertaken a number of assurance assignments on credit risk management from retail to wholesale portfolios and securitisation Capital Management / ICAAPs: Conducted a number of Capital reviews including ICAAPs, Pillars 1 and 2, stress testing (including both banks and other institutions). Also assisted banks in preparation of ICAAPs as SME. Have been reviewing the requirements for Climate Change, LIBOR transition and Operational Resiliency and how these are being incorporated into ICAAPs and risk management. Liquidity Management / ILAAPs / ILAAs: Review of ILAAPs, specifically focussing on Pillar2, the stress testing scenarios and the LCP. Provision of ILAAP advice and acting as liquidity SME for banks and other institutions. Models: Performed quality assurance review of Internal Audit’s program over model risk management. This focussed on Model Risk Audit’s approach, coverage, methodology, depth of testing, and staffing related to model risk management. The assessment was based on relevant model risk regulatory requirements, internal audit standards, and industry best practices. Also provided benchmarking across the industry incorporating TRIM guidance. Model gap analysis and reviews on credit risk, IFRS9 and stress testing models.