David Chion
Asset Liability & Capital Management @HSBC
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WORK HISTORY
Asset Liability & Capital Management @HSBC
GB
Capital stress testing: business plan analysis (risk profile, profitability, balance sheet structure, dividend payment plan). Capital impact (CET1, TCR, MREL and Leverage). Capital buffer calibration. • BoE\'s Ad-Hoc scenario testing for systemic vulnerabilities.• Recovery stress testing: scenarios assessment, European business impact analysis (balance sheet, profitability, risks), capital/leverage stress, recovery strategy design. • Reverse Stress Testing (ICAAP).• Recovery framework: crisis management tools, recovery indicators limit setting, Point-Of-Near-Failure trigger setting, management actions execution. • Recovery Plan (HSBC EUROPE): recovery actions inventory (global banking, corporate and retail), operational arrangements, market fundamentals, deployment capabilities and risk factors. • Crisis management: process, governance framework, Recovery Playbook, Resolution Playbook. • Restructuring Strategy (Integrated Test): reorganisation strategy design, Valuation-In-Resolution of European business.• Strategic business analysis (Core Business Lines): businesses lines strategic value, profitability contribution, asset allocation and marketability in stressed conditions. Design of post-resolution business restructuring.
EDUCATION
Universidad del Pacífico (PE)
Bachelor of Applied Science (B.Sc.), Economics
Universidad Pontificia de Salamanca
Masters in Insurance, Life Insurance, Health Insurance and Private Pension Funds
London Business School
Master of Business Administration (MBA), Finance, General
SKILLS
ABOUT DAVID CHION
Senior banking professional with extensive experience in liquidity and funding risk management, asset-liability management, and capital oversight. Proven record in developing and enhancing liquidity and capital frameworks, optimizing funding structures, and implementing effective recovery and resolution strategies.Experienced at senior management level across first and second-line functions, leading high-performing teams, driving complex change, and representing functions at ALCO, Board Risk Committee, and other senior governance forums. Strong stakeholder engagement skills, able to translate complex regulatory requirements into practical, commercially viable solutions.Technical strengths also include capital and liquidity stress testing (ICAAP/ILAAP/Recovery), contingency funding planning, IRRBB and FTP frameworks, and macroeconomic scenario design. Recognised analytical rigor, structured problem-solving, and delivering results in evolving regulatory and macroeconomic environments.
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