LORELIE SANTOS

• Provides independent review and challenge on credit models, scorecards, and frameworks, ensuring compliance with regulatory expectations.
• Leads model monitoring activities and Key Risk Indicator (KRI) management, ensuring timely identification and escalation of risks.
• Enhances the Model Risk Management Framework, including monitoring and validation processes, aligned with BSP’s draft circular on model risk.

• Headed the Balance Sheet Risk Team, managing Basel III ratios (CAR, LCR, NSFR, Leverage Ratio) with zero BSP findings during examinations.
• Developed weekly capital projections for ALCO, enabling proactive capital actions and ensuring compliance with high internal capital thresholds.
• Led Reverse Stress Testing methodology during the pandemic; approach was accepted by BSP auditors.
• Designed risk-return metrics by business segment, highlighting capital usage and profitability alignment.

• Headed the Balance Sheet Risk Team, managing Basel III ratios (CAR, LCR, NSFR, Leverage Ratio) with zero BSP findings during examinations.
• Designed risk-return metrics by business segment, highlighting capital usage and profitability alignment.
• Active participant in BSP’s Liquidity Risk Thematic Review (2019) and subsequent Basel III audits.

• Established the Risk Management Policy Manual and introduced the Operational Risk and Control Assessment (ORCA) system.
• Launched SSS’s first enterprise risk register, embedding a risk management culture across central and branch offices.
• Conducted risk awareness training nationwide, making employees aware of their role in risk management.
• Achieved zero findings from COA during tenure.

• Developed the Advanced Measurement Approach (AMA) Data Dictionary, forming the foundation of Metrobank’s ICAAP for operational risk.
• Produced alternative RWA calculations (AMA vs. BIA) for ICAAP, strengthening regulatory assurance on capital adequacy.

• Research Assistant / University Instructor – UP Statistical Center Research Foundation & University of the Philippines | 2000s
• Built quantitative foundations and teaching experience that shaped expertise in statistics, modeling, and risk analytics.