Efe Caglar

Credit Risk and Regulation Expert

Efe is a credit risk and regulatory modelling specialist with over 15 years of experience helping banks strengthen risk management, regulatory compliance, and decision-making through advanced analytics. He specialises in IFRS 9 impairment modelling, Basel/A-IRB frameworks, model validation, and credit risk transformation, supporting financial institutions in navigating complex regulatory and risk challenges.

Over his career, Efe has worked with leading international banks and financial institutions across the UK and Europe. He has built, validated, audited, and implemented PD, LGD, and EAD models across retail, corporate, mortgage, and low-default portfolios, while working closely with regulators including the ECB, PRA, and National Bank of Belgium.

Alongside his deep technical expertise, Efe brings extensive experience leading risk transformation programmes, model governance initiatives, and regulatory remediation efforts. His background spans credit risk modelling, IFRS 9 provisioning, Basel regulation, stress testing, data quality, and supervisory reviews, enabling him to bridge the gap between quantitative analytics, regulatory expectations, and practical business outcomes.